ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv): 1Y return 0.4%, Sharpe ratio 0.11, volatility 18.7%, 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: -0.5%, Sharpe: -0.94, Volatility: 7.4%, Max Drawdown: -2.1%
- YTD
- Return: 1.4%, Sharpe: 0.18, Volatility: 19.0%, Max Drawdown: -15.5%
- 1Y
- Return: 0.4%, Sharpe: 0.11, Volatility: 18.7%, Max Drawdown: -15.5%
- 5Y
- Return: 98.4%, Sharpe: 0.99, Volatility: 14.4%, Max Drawdown: -15.5%
- 10Y
- Return: 1048.6%, Sharpe: 1.35, Volatility: 18.8%, 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.