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 4.3%, Sharpe ratio 0.29, volatility 25.1%, 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: 4.0%, Sharpe: 7.18, Volatility: 15.4%, Max Drawdown: -0.7%
- YTD
- Return: -16.3%, Sharpe: -1.09, Volatility: 26.6%, Max Drawdown: -28.5%
- 1Y
- Return: 4.3%, Sharpe: 0.29, Volatility: 25.1%, Max Drawdown: -28.5%
- 5Y
- Return: -3.1%, Sharpe: 0.18, Volatility: 40.0%, Max Drawdown: -54.1%
- 10Y
- Return: 123.5%, Sharpe: 0.40, 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.