Ross Stores, Inc. (ROST) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ross Stores, Inc. (ROST): 1Y return 54.2%, Sharpe ratio 1.74, volatility 25.9%, max drawdown -13.0%. A Stock in the Equity asset class. Compare ROST with other assets and invest through your own broker with pfolio.
Ross Stores, Inc. (ROST) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ROST Performance
- MTD
- Return: -3.2%, Sharpe: -5.23, Volatility: 19.5%, Max Drawdown: -5.0%
- YTD
- Return: 26.1%, Sharpe: 1.22, Volatility: 26.5%, Max Drawdown: -13.0%
- 1Y
- Return: 54.2%, Sharpe: 1.74, Volatility: 25.9%, Max Drawdown: -13.0%
- 5Y
- Return: 124.6%, Sharpe: 0.69, Volatility: 28.9%, Max Drawdown: -40.7%
- 10Y
- Return: 283.5%, Sharpe: 0.57, Volatility: 31.2%, Max Drawdown: -51.4%
Frequently Asked Questions
- What is Ross Stores, Inc. (ROST)?
- Ross Stores, Inc. (ROST) 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 ROST compare to other assets?
- You can compare ROST with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ROST through pfolio?
- pfolio helps you build diversified portfolios that may include ROST. You invest through your own broker — pfolio provides the analytics.