ETF - Medium Volatility (pfolio_ETF_mv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ETF - Medium Volatility (pfolio_ETF_mv): 1Y return 22.8%, Sharpe ratio 1.40, volatility 15.0%, 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: 0.6%, Sharpe: 8.54, Volatility: 4.7%, Max Drawdown: -0.2%
- YTD
- Return: 3.8%, Sharpe: 0.61, Volatility: 16.3%, Max Drawdown: -11.4%
- 1Y
- Return: 22.8%, Sharpe: 1.40, Volatility: 15.0%, Max Drawdown: -11.4%
- 5Y
- Return: 72.0%, Sharpe: 1.20, Volatility: 9.1%, Max Drawdown: -11.4%
- 10Y
- Return: 254.3%, 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.