Philip Morris International Inc. (PM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Philip Morris International Inc. (PM): 1Y return 20.2%, Sharpe ratio 0.78, volatility 27.5%, max drawdown -18.5%. A Stock in the Equity asset class. Compare PM with other assets and invest through your own broker with pfolio.
Philip Morris International Inc. (PM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PM Performance
- MTD
- Return: -0.2%, Sharpe: 0.01, Volatility: 22.8%, Max Drawdown: -3.3%
- YTD
- Return: 20.8%, Sharpe: 1.08, Volatility: 29.8%, Max Drawdown: -18.5%
- 1Y
- Return: 20.2%, Sharpe: 0.78, Volatility: 27.5%, Max Drawdown: -18.5%
- 5Y
- Return: 135.7%, Sharpe: 0.84, Volatility: 22.9%, Max Drawdown: -22.8%
- 10Y
- Return: 214.8%, Sharpe: 0.58, Volatility: 24.3%, Max Drawdown: -42.9%
Frequently Asked Questions
- What is Philip Morris International Inc. (PM)?
- Philip Morris International Inc. (PM) 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 PM compare to other assets?
- You can compare PM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PM through pfolio?
- pfolio helps you build diversified portfolios that may include PM. You invest through your own broker — pfolio provides the analytics.