Microsoft Corporation (MSFT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Microsoft Corporation (MSFT): 1Y return 1.8%, Sharpe ratio 0.21, volatility 31.9%, max drawdown -34.5%. A Stock in the Equity asset class. Compare MSFT with other assets and invest through your own broker with pfolio.
Microsoft Corporation (MSFT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MSFT Performance
- MTD
- Return: 0.6%, Sharpe: 1.48, Volatility: 34.2%, Max Drawdown: -2.1%
- YTD
- Return: 6.1%, Sharpe: 0.41, Volatility: 36.8%, Max Drawdown: -26.7%
- 1Y
- Return: 1.8%, Sharpe: 0.21, Volatility: 31.9%, Max Drawdown: -34.5%
- 5Y
- Return: 76.5%, Sharpe: 0.53, Volatility: 27.6%, Max Drawdown: -37.1%
- 10Y
- Return: 896.2%, Sharpe: 0.95, Volatility: 27.2%, Max Drawdown: -37.1%
Frequently Asked Questions
- What is Microsoft Corporation (MSFT)?
- Microsoft Corporation (MSFT) 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 MSFT compare to other assets?
- You can compare MSFT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MSFT through pfolio?
- pfolio helps you build diversified portfolios that may include MSFT. You invest through your own broker — pfolio provides the analytics.