ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv): 1Y return 12.3%, Sharpe ratio 0.63, volatility 21.4%, max drawdown -15.5%. A Portfolio in the Portfolio asset class. Compare pfolio_ETF_crypto_hv with other assets and invest through your own broker with pfolio.
ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_ETF_crypto_hv Performance
- MTD
- Return: -2.9%, Sharpe: -3.16, Volatility: 14.6%, Max Drawdown: -4.2%
- YTD
- Return: 2.9%, Sharpe: 0.33, Volatility: 22.4%, Max Drawdown: -15.5%
- 1Y
- Return: 12.3%, Sharpe: 0.63, Volatility: 21.4%, Max Drawdown: -15.5%
- 5Y
- Return: 150.8%, Sharpe: 1.19, Volatility: 16.0%, Max Drawdown: -15.5%
- 10Y
- Return: 1004.5%, Sharpe: 1.32, Volatility: 18.9%, Max Drawdown: -31.6%
Frequently Asked Questions
- What is ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv)?
- ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv) 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_crypto_hv compare to other assets?
- You can compare pfolio_ETF_crypto_hv 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_crypto_hv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_ETF_crypto_hv. You invest through your own broker — pfolio provides the analytics.