Philip Morris International Inc. (PM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Philip Morris International Inc. (PM): 1Y return 1.7%, Sharpe ratio 0.19, volatility 24.5%, max drawdown -20.6%. 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: -4.9%, Sharpe: -3.49, Volatility: 31.7%, Max Drawdown: -4.9%
- YTD
- Return: -1.1%, Sharpe: -0.00, Volatility: 27.3%, Max Drawdown: -16.4%
- 1Y
- Return: 1.7%, Sharpe: 0.19, Volatility: 24.5%, Max Drawdown: -20.6%
- 5Y
- Return: 117.1%, Sharpe: 0.80, Volatility: 21.6%, Max Drawdown: -22.8%
- 10Y
- Return: 157.6%, Sharpe: 0.51, Volatility: 23.7%, 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.