Marsh & McLennan Companies, Inc. (MRSH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Marsh & McLennan Companies, Inc. (MRSH): 1Y return -12.9%, Sharpe ratio -0.38, volatility 25.9%, max drawdown -23.2%. A Stock in the Equity asset class. Compare MRSH with other assets and invest through your own broker with pfolio.
Marsh & McLennan Companies, Inc. (MRSH) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MRSH Performance
- MTD
- Return: 4.0%, Sharpe: 8.49, Volatility: 14.7%, Max Drawdown: -1.0%
- YTD
- Return: -2.8%, Sharpe: 0.00, Volatility: 26.6%, Max Drawdown: -16.7%
- 1Y
- Return: -12.9%, Sharpe: -0.38, Volatility: 25.9%, Max Drawdown: -23.2%
- 5Y
- Return: 21.9%, Sharpe: 0.29, Volatility: 20.5%, Max Drawdown: -34.4%
- 10Y
- Return: 216.1%, Sharpe: 0.64, Volatility: 20.9%, Max Drawdown: -35.8%
Frequently Asked Questions
- What is Marsh & McLennan Companies, Inc. (MRSH)?
- Marsh & McLennan Companies, Inc. (MRSH) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does MRSH compare to other assets?
- You can compare MRSH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MRSH through pfolio?
- pfolio helps you build diversified portfolios that may include MRSH. You invest through your own broker — pfolio provides the analytics.