ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Crypto - High Volatility (pfolio_ETF_crypto_hv): 1Y return 17.1%, Sharpe ratio 0.71, volatility 26.6%, max drawdown -20.7%. 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: -1.0%, Sharpe: -3.15, Volatility: 5.2%, Max Drawdown: -2.1%
- YTD
- Return: 6.2%, Sharpe: 0.72, Volatility: 35.1%, Max Drawdown: -20.7%
- 1Y
- Return: 17.1%, Sharpe: 0.71, Volatility: 26.6%, Max Drawdown: -20.7%
- 5Y
- Return: 54.4%, Sharpe: 0.54, Volatility: 18.7%, Max Drawdown: -20.7%
- 10Y
- Return: 635.1%, Sharpe: 1.12, Volatility: 18.7%, Max Drawdown: -22.0%
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.