Taiwan Semiconductor Manufacturing Company Limited (TSM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Taiwan Semiconductor Manufacturing Company Limited (TSM): 1Y return 60.0%, Sharpe ratio 1.36, volatility 38.8%, max drawdown -21.5%. A Stock in the Equity asset class. Compare TSM with other assets and invest through your own broker with pfolio.
Taiwan Semiconductor Manufacturing Company Limited (TSM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: TW (Emerging)
- Currency: USD
TSM Performance
- MTD
- Return: -2.6%, Sharpe: -2.18, Volatility: 35.5%, Max Drawdown: -8.5%
- YTD
- Return: 47.4%, Sharpe: 1.39, Volatility: 40.7%, Max Drawdown: -21.5%
- 1Y
- Return: 60.0%, Sharpe: 1.36, Volatility: 38.8%, Max Drawdown: -21.5%
- 5Y
- Return: 340.8%, Sharpe: 0.95, Volatility: 37.7%, Max Drawdown: -56.5%
- 10Y
- Return: 1687.6%, Sharpe: 0.99, Volatility: 34.2%, Max Drawdown: -56.5%
Frequently Asked Questions
- What is Taiwan Semiconductor Manufacturing Company Limited (TSM)?
- Taiwan Semiconductor Manufacturing Company Limited (TSM) 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 TSM compare to other assets?
- You can compare TSM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TSM through pfolio?
- pfolio helps you build diversified portfolios that may include TSM. You invest through your own broker — pfolio provides the analytics.