Taiwan Semiconductor Manufacturing Company Limited (TSM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Taiwan Semiconductor Manufacturing Company Limited (TSM): 1Y return 80.5%, Sharpe ratio 1.64, volatility 39.7%, 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: 5.7%, Sharpe: 3.07, Volatility: 25.0%, Max Drawdown: -4.8%
- YTD
- Return: 41.3%, Sharpe: 1.41, Volatility: 42.7%, Max Drawdown: -21.5%
- 1Y
- Return: 80.5%, Sharpe: 1.64, Volatility: 39.7%, Max Drawdown: -21.5%
- 5Y
- Return: 291.2%, Sharpe: 0.89, Volatility: 37.6%, Max Drawdown: -56.5%
- 10Y
- Return: 1776.6%, Sharpe: 1.00, 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.