ETF - Medium Volatility (pfolio_ETF_mv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Medium Volatility (pfolio_ETF_mv): 1Y return 9.9%, Sharpe ratio 0.74, volatility 13.5%, max drawdown -11.4%. A Portfolio in the Portfolio asset class. Compare pfolio_ETF_mv with other assets and invest through your own broker with pfolio.
ETF - Medium Volatility (pfolio_ETF_mv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_ETF_mv Performance
- MTD
- Return: 0.1%, Sharpe: 0.15, Volatility: 7.2%, Max Drawdown: -1.6%
- YTD
- Return: 8.8%, Sharpe: 0.87, Volatility: 12.4%, Max Drawdown: -11.4%
- 1Y
- Return: 9.9%, Sharpe: 0.74, Volatility: 13.5%, Max Drawdown: -11.4%
- 5Y
- Return: 81.3%, Sharpe: 1.32, Volatility: 9.0%, Max Drawdown: -11.4%
- 10Y
- Return: 255.8%, Sharpe: 1.36, Volatility: 9.3%, Max Drawdown: -11.4%
Frequently Asked Questions
- What is ETF - Medium Volatility (pfolio_ETF_mv)?
- ETF - Medium Volatility (pfolio_ETF_mv) 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_mv compare to other assets?
- You can compare pfolio_ETF_mv 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_mv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_ETF_mv. You invest through your own broker — pfolio provides the analytics.