Morgan Stanley (MS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Morgan Stanley (MS): 1Y return 46.3%, Sharpe ratio 1.47, volatility 27.5%, max drawdown -18.8%. A Stock in the Equity asset class. Compare MS with other assets and invest through your own broker with pfolio.
Morgan Stanley (MS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MS Performance
- MTD
- Return: 2.1%, Sharpe: 1.21, Volatility: 23.6%, Max Drawdown: -5.0%
- YTD
- Return: 23.0%, Sharpe: 1.15, Volatility: 30.3%, Max Drawdown: -18.8%
- 1Y
- Return: 46.3%, Sharpe: 1.47, Volatility: 27.5%, Max Drawdown: -18.8%
- 5Y
- Return: 138.8%, Sharpe: 0.74, Volatility: 28.3%, Max Drawdown: -32.4%
- 10Y
- Return: 813.2%, Sharpe: 0.85, Volatility: 30.8%, Max Drawdown: -51.3%
Frequently Asked Questions
- What is Morgan Stanley (MS)?
- Morgan Stanley (MS) 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 MS compare to other assets?
- You can compare MS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MS through pfolio?
- pfolio helps you build diversified portfolios that may include MS. You invest through your own broker — pfolio provides the analytics.