ETF - Low Volatility (pfolio_ETF_lv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Low Volatility (pfolio_ETF_lv): 1Y return 16.2%, Sharpe ratio 2.10, volatility 7.0%, max drawdown -3.5%. A Portfolio in the Portfolio asset class. Compare pfolio_ETF_lv with other assets and invest through your own broker with pfolio.
ETF - Low Volatility (pfolio_ETF_lv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_ETF_lv Performance
- MTD
- Return: -3.5%, Sharpe: -7.77, Volatility: 8.1%, Max Drawdown: -3.5%
- YTD
- Return: 2.4%, Sharpe: 1.26, Volatility: 9.0%, Max Drawdown: -3.5%
- 1Y
- Return: 16.2%, Sharpe: 2.10, Volatility: 7.0%, Max Drawdown: -3.5%
- 5Y
- Return: 42.2%, Sharpe: 1.35, Volatility: 5.1%, Max Drawdown: -4.0%
- 10Y
- Return: 154.0%, Sharpe: 1.66, Volatility: 5.5%, Max Drawdown: -6.4%
Frequently Asked Questions
- What is ETF - Low Volatility (pfolio_ETF_lv)?
- ETF - Low Volatility (pfolio_ETF_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_lv compare to other assets?
- You can compare pfolio_ETF_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_lv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_ETF_lv. You invest through your own broker — pfolio provides the analytics.