Toyota Motor Corporation (TM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Toyota Motor Corporation (TM): 1Y return 2.1%, Sharpe ratio 0.21, volatility 28.6%, max drawdown -26.8%. A Stock in the Equity asset class. Compare TM with other assets and invest through your own broker with pfolio.
Toyota Motor Corporation (TM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: JP (Developed)
- Currency: USD
TM Performance
- MTD
- Return: -1.4%, Sharpe: -0.54, Volatility: 25.5%, Max Drawdown: -6.9%
- YTD
- Return: -11.3%, Sharpe: -0.82, Volatility: 29.3%, Max Drawdown: -26.8%
- 1Y
- Return: 2.1%, Sharpe: 0.21, Volatility: 28.6%, Max Drawdown: -26.8%
- 5Y
- Return: 27.8%, Sharpe: 0.31, Volatility: 26.4%, Max Drawdown: -36.8%
- 10Y
- Return: 142.8%, Sharpe: 0.48, Volatility: 23.2%, Max Drawdown: -36.8%
Frequently Asked Questions
- What is Toyota Motor Corporation (TM)?
- Toyota Motor Corporation (TM) 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 TM compare to other assets?
- You can compare TM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TM through pfolio?
- pfolio helps you build diversified portfolios that may include TM. You invest through your own broker — pfolio provides the analytics.