Thomson Reuters Corporation (TRI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Thomson Reuters Corporation (TRI): 1Y return -48.2%, Sharpe ratio -1.53, volatility 36.9%, max drawdown -61.7%. A Stock in the Equity asset class. Compare TRI with other assets and invest through your own broker with pfolio.
Thomson Reuters Corporation (TRI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: CA (Developed)
- Currency: USD
TRI Performance
- MTD
- Return: 2.7%, Sharpe: 1.58, Volatility: 44.7%, Max Drawdown: -8.1%
- YTD
- Return: -29.4%, Sharpe: -1.80, Volatility: 56.1%, Max Drawdown: -38.2%
- 1Y
- Return: -48.2%, Sharpe: -1.53, Volatility: 36.9%, Max Drawdown: -61.7%
- 5Y
- Return: 8.7%, Sharpe: 0.19, Volatility: 23.9%, Max Drawdown: -61.7%
- 10Y
- Return: 177.0%, Sharpe: 0.55, Volatility: 22.3%, Max Drawdown: -61.7%
Frequently Asked Questions
- What is Thomson Reuters Corporation (TRI)?
- Thomson Reuters Corporation (TRI) 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 TRI compare to other assets?
- You can compare TRI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TRI through pfolio?
- pfolio helps you build diversified portfolios that may include TRI. You invest through your own broker — pfolio provides the analytics.