Microsoft Corporation (MSFT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Microsoft Corporation (MSFT): 1Y return -21.7%, Sharpe ratio -0.75, volatility 26.7%, 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: 4.8%, Sharpe: 6.20, Volatility: 21.6%, Max Drawdown: -1.8%
- YTD
- Return: -18.8%, Sharpe: -1.00, Volatility: 32.7%, Max Drawdown: -26.7%
- 1Y
- Return: -21.7%, Sharpe: -0.75, Volatility: 26.7%, Max Drawdown: -34.5%
- 5Y
- Return: 45.0%, Sharpe: 0.40, Volatility: 26.5%, Max Drawdown: -37.1%
- 10Y
- Return: 726.4%, Sharpe: 0.90, Volatility: 26.7%, 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.