Target Corporation (TGT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Target Corporation (TGT): 1Y return 39.6%, Sharpe ratio 1.22, volatility 30.0%, max drawdown -20.3%. A Stock in the Equity asset class. Compare TGT with other assets and invest through your own broker with pfolio.
Target Corporation (TGT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
TGT Performance
- MTD
- Return: 1.4%, Sharpe: 1.13, Volatility: 31.9%, Max Drawdown: -5.0%
- YTD
- Return: 27.0%, Sharpe: 2.81, Volatility: 30.2%, Max Drawdown: -8.6%
- 1Y
- Return: 39.6%, Sharpe: 1.22, Volatility: 30.0%, Max Drawdown: -20.3%
- 5Y
- Return: -30.9%, Sharpe: -0.03, Volatility: 34.6%, Max Drawdown: -64.4%
- 10Y
- Return: 100.5%, Sharpe: 0.37, Volatility: 32.6%, Max Drawdown: -64.4%
Frequently Asked Questions
- What is Target Corporation (TGT)?
- Target Corporation (TGT) 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 TGT compare to other assets?
- You can compare TGT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TGT through pfolio?
- pfolio helps you build diversified portfolios that may include TGT. You invest through your own broker — pfolio provides the analytics.