Ping An Insurance (Group) Company of China, Ltd. (PNGAY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ping An Insurance (Group) Company of China, Ltd. (PNGAY): 1Y return 30.7%, Sharpe ratio 1.13, volatility 25.8%, max drawdown -23.8%. A Stock in the Equity asset class. Compare PNGAY with other assets and invest through your own broker with pfolio.
Ping An Insurance (Group) Company of China, Ltd. (PNGAY) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: CN (Emerging)
- Currency: USD
PNGAY Performance
- MTD
- Return: -5.5%, Sharpe: -3.13, Volatility: 20.9%, Max Drawdown: -9.2%
- YTD
- Return: -8.5%, Sharpe: -0.60, Volatility: 28.0%, Max Drawdown: -23.8%
- 1Y
- Return: 30.7%, Sharpe: 1.13, Volatility: 25.8%, Max Drawdown: -23.8%
- 5Y
- Return: -10.5%, Sharpe: 0.15, Volatility: 40.0%, Max Drawdown: -60.4%
- 10Y
- Return: 158.3%, Sharpe: 0.44, Volatility: 34.0%, Max Drawdown: -66.7%
Frequently Asked Questions
- What is Ping An Insurance (Group) Company of China, Ltd. (PNGAY)?
- Ping An Insurance (Group) Company of China, Ltd. (PNGAY) 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 PNGAY compare to other assets?
- You can compare PNGAY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PNGAY through pfolio?
- pfolio helps you build diversified portfolios that may include PNGAY. You invest through your own broker — pfolio provides the analytics.