ETF - High Volatility (pfolio_ETF_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - High Volatility (pfolio_ETF_hv): 1Y return 8.4%, Sharpe ratio 0.43, volatility 25.5%, max drawdown -18.0%. A Portfolio in the Portfolio asset class. Compare pfolio_ETF_hv with other assets and invest through your own broker with pfolio.
ETF - High Volatility (pfolio_ETF_hv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_ETF_hv Performance
- MTD
- Return: -0.2%, Sharpe: -0.36, Volatility: 7.6%, Max Drawdown: -2.0%
- YTD
- Return: 7.3%, Sharpe: 0.44, Volatility: 27.2%, Max Drawdown: -18.0%
- 1Y
- Return: 8.4%, Sharpe: 0.43, Volatility: 25.5%, Max Drawdown: -18.0%
- 5Y
- Return: 101.8%, Sharpe: 0.92, Volatility: 16.2%, Max Drawdown: -18.0%
- 10Y
- Return: 387.5%, Sharpe: 1.03, Volatility: 16.1%, Max Drawdown: -18.7%
Frequently Asked Questions
- What is ETF - High Volatility (pfolio_ETF_hv)?
- ETF - High Volatility (pfolio_ETF_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_hv compare to other assets?
- You can compare pfolio_ETF_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_hv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_ETF_hv. You invest through your own broker — pfolio provides the analytics.