Stock - ESG - High Volatility (pfolio_stock_ESG_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Stock - ESG - High Volatility (pfolio_stock_ESG_hv): 1Y return 24.6%, Sharpe ratio 1.88, volatility 11.7%, max drawdown -6.4%. A Portfolio in the Portfolio asset class. Compare pfolio_stock_ESG_hv with other assets and invest through your own broker with pfolio.
Stock - ESG - High Volatility (pfolio_stock_ESG_hv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_stock_ESG_hv Performance
- MTD
- Return: 3.7%, Sharpe: 6.50, Volatility: 8.4%, Max Drawdown: -0.9%
- YTD
- Return: 18.2%, Sharpe: 1.72, Volatility: 12.0%, Max Drawdown: -6.4%
- 1Y
- Return: 24.6%, Sharpe: 1.88, Volatility: 11.7%, Max Drawdown: -6.4%
- 5Y
- Return: 79.1%, Sharpe: 1.12, Volatility: 10.6%, Max Drawdown: -10.2%
- 10Y
- Return: 262.0%, Sharpe: 1.23, Volatility: 10.5%, Max Drawdown: -13.9%
Frequently Asked Questions
- What is Stock - ESG - High Volatility (pfolio_stock_ESG_hv)?
- Stock - ESG - High Volatility (pfolio_stock_ESG_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_stock_ESG_hv compare to other assets?
- You can compare pfolio_stock_ESG_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_stock_ESG_hv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_stock_ESG_hv. You invest through your own broker — pfolio provides the analytics.