Microsoft Corporation (MSFT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Microsoft Corporation (MSFT): 1Y return 14.0%, Sharpe ratio 0.65, volatility 24.0%, max drawdown -33.9%. 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: 13.5%, Sharpe: 9.92, Volatility: 27.4%, Max Drawdown: -0.9%
- YTD
- Return: -12.9%, Sharpe: -1.24, Volatility: 32.5%, Max Drawdown: -26.1%
- 1Y
- Return: 14.0%, Sharpe: 0.65, Volatility: 24.0%, Max Drawdown: -33.9%
- 5Y
- Return: 68.0%, Sharpe: 0.52, Volatility: 25.8%, Max Drawdown: -37.1%
- 10Y
- Return: 758.3%, Sharpe: 0.92, Volatility: 26.5%, 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.