ETF - Low Volatility (pfolio_ETF_lv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Low Volatility (pfolio_ETF_lv): 1Y return 4.0%, Sharpe ratio 0.69, volatility 5.8%, max drawdown -4.8%. 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: -0.8%, Sharpe: -4.93, Volatility: 9.6%, Max Drawdown: -1.0%
- YTD
- Return: 3.9%, Sharpe: 0.75, Volatility: 6.0%, Max Drawdown: -4.8%
- 1Y
- Return: 4.0%, Sharpe: 0.69, Volatility: 5.8%, Max Drawdown: -4.8%
- 5Y
- Return: 40.3%, Sharpe: 1.36, Volatility: 4.9%, Max Drawdown: -4.8%
- 10Y
- Return: 165.4%, Sharpe: 1.75, Volatility: 5.5%, Max Drawdown: -6.0%
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.