Thomson Reuters Corporation (TRI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Thomson Reuters Corporation (TRI): 1Y return -50.8%, Sharpe ratio -1.35, volatility 43.7%, max drawdown -62.9%. 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: 15.5%, Sharpe: 9.36, Volatility: 44.3%, Max Drawdown: -2.1%
- YTD
- Return: -26.3%, Sharpe: -0.78, Volatility: 53.3%, Max Drawdown: -40.2%
- 1Y
- Return: -50.8%, Sharpe: -1.35, Volatility: 43.7%, Max Drawdown: -62.9%
- 5Y
- Return: 2.6%, Sharpe: 0.15, Volatility: 26.0%, Max Drawdown: -62.9%
- 10Y
- Return: 174.0%, Sharpe: 0.53, Volatility: 23.4%, Max Drawdown: -62.9%
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.