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 6.5%, Sharpe ratio 0.37, volatility 24.5%, max drawdown -28.5%. 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: -1.3%, Sharpe: -2.62, Volatility: 15.8%, Max Drawdown: -2.2%
- YTD
- Return: -16.8%, Sharpe: -0.82, Volatility: 24.4%, Max Drawdown: -28.5%
- 1Y
- Return: 6.5%, Sharpe: 0.37, Volatility: 24.5%, Max Drawdown: -28.5%
- 5Y
- Return: 20.7%, Sharpe: 0.29, Volatility: 39.2%, Max Drawdown: -51.8%
- 10Y
- Return: 89.1%, Sharpe: 0.35, Volatility: 33.9%, 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.