Parker-Hannifin Corporation (PH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Parker-Hannifin Corporation (PH): 1Y return 34.2%, Sharpe ratio 1.26, volatility 24.9%, max drawdown -19.3%. A Stock in the Equity asset class. Compare PH with other assets and invest through your own broker with pfolio.
Parker-Hannifin Corporation (PH) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PH Performance
- MTD
- Return: -2.7%, Sharpe: -3.97, Volatility: 19.2%, Max Drawdown: -4.0%
- YTD
- Return: 8.7%, Sharpe: 0.70, Volatility: 26.7%, Max Drawdown: -19.3%
- 1Y
- Return: 34.2%, Sharpe: 1.26, Volatility: 24.9%, Max Drawdown: -19.3%
- 5Y
- Return: 227.5%, Sharpe: 0.95, Volatility: 28.1%, Max Drawdown: -28.6%
- 10Y
- Return: 879.6%, Sharpe: 0.87, Volatility: 31.0%, Max Drawdown: -54.7%
Frequently Asked Questions
- What is Parker-Hannifin Corporation (PH)?
- Parker-Hannifin Corporation (PH) 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 PH compare to other assets?
- You can compare PH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PH through pfolio?
- pfolio helps you build diversified portfolios that may include PH. You invest through your own broker — pfolio provides the analytics.