ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv): 1Y return 4.3%, Sharpe ratio 0.81, volatility 5.1%, max drawdown -4.2%. A Portfolio in the Portfolio asset class. Compare pfolio_ETF_ESG_lv with other assets and invest through your own broker with pfolio.
ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_ETF_ESG_lv Performance
- MTD
- Return: -0.3%, Sharpe: -0.89, Volatility: 4.2%, Max Drawdown: -1.5%
- YTD
- Return: 5.2%, Sharpe: 1.16, Volatility: 5.3%, Max Drawdown: -4.2%
- 1Y
- Return: 4.3%, Sharpe: 0.81, Volatility: 5.1%, Max Drawdown: -4.2%
- 5Y
- Return: 36.3%, Sharpe: 1.39, Volatility: 4.4%, Max Drawdown: -4.2%
- 10Y
- Return: 107.6%, Sharpe: 1.48, Volatility: 4.8%, Max Drawdown: -5.8%
Frequently Asked Questions
- What is ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv)?
- ETF - ESG - Low Volatility (pfolio_ETF_ESG_lv) is a Portfolio in the Portfolio 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 pfolio_ETF_ESG_lv compare to other assets?
- You can compare pfolio_ETF_ESG_lv with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in pfolio_ETF_ESG_lv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_ETF_ESG_lv. You invest through your own broker — pfolio provides the analytics.