Toyota Motor Corporation (TM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Toyota Motor Corporation (TM): 1Y return -2.4%, Sharpe ratio 0.04, volatility 25.9%, 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: 1.6%, Sharpe: 1.14, Volatility: 20.2%, Max Drawdown: -2.8%
- YTD
- Return: -10.3%, Sharpe: -0.44, Volatility: 27.7%, Max Drawdown: -32.9%
- 1Y
- Return: -2.4%, Sharpe: 0.04, Volatility: 25.9%, Max Drawdown: -32.9%
- 5Y
- Return: 23.3%, Sharpe: 0.28, Volatility: 26.6%, Max Drawdown: -36.8%
- 10Y
- Return: 108.1%, 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.