Toyota Motor Corporation (TM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Toyota Motor Corporation (TM): 1Y return 2.6%, Sharpe ratio 0.23, volatility 29.0%, max drawdown -32.9%. 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: 3.8%, Sharpe: 3.97, Volatility: 26.9%, Max Drawdown: -3.0%
- YTD
- Return: -18.4%, Sharpe: -1.14, Volatility: 28.8%, Max Drawdown: -32.9%
- 1Y
- Return: 2.6%, Sharpe: 0.23, Volatility: 29.0%, Max Drawdown: -32.9%
- 5Y
- Return: 8.9%, Sharpe: 0.19, Volatility: 26.6%, Max Drawdown: -36.8%
- 10Y
- Return: 108.3%, Sharpe: 0.42, 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.