The Travelers Companies, Inc. (TRV) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Travelers Companies, Inc. (TRV): 1Y return 37.8%, Sharpe ratio 1.62, volatility 20.4%, max drawdown -8.8%. A Stock in the Equity asset class. Compare TRV with other assets and invest through your own broker with pfolio.
The Travelers Companies, Inc. (TRV) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
TRV Performance
- MTD
- Return: -1.3%, Sharpe: -0.95, Volatility: 17.3%, Max Drawdown: -6.2%
- YTD
- Return: 28.3%, Sharpe: 1.77, Volatility: 22.1%, Max Drawdown: -8.8%
- 1Y
- Return: 37.8%, Sharpe: 1.62, Volatility: 20.4%, Max Drawdown: -8.8%
- 5Y
- Return: 151.1%, Sharpe: 0.92, Volatility: 21.9%, Max Drawdown: -18.9%
- 10Y
- Return: 291.1%, Sharpe: 0.67, Volatility: 24.2%, Max Drawdown: -46.3%
Frequently Asked Questions
- What is The Travelers Companies, Inc. (TRV)?
- The Travelers Companies, Inc. (TRV) 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 TRV compare to other assets?
- You can compare TRV with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TRV through pfolio?
- pfolio helps you build diversified portfolios that may include TRV. You invest through your own broker — pfolio provides the analytics.