Stock - Crypto - High Volatility (pfolio_stock_crypto_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Stock - Crypto - High Volatility (pfolio_stock_crypto_hv): 1Y return 32.8%, Sharpe ratio 1.68, volatility 17.2%, max drawdown -9.4%. A Portfolio in the Portfolio asset class. Compare pfolio_stock_crypto_hv with other assets and invest through your own broker with pfolio.
Stock - Crypto - High Volatility (pfolio_stock_crypto_hv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_stock_crypto_hv Performance
- MTD
- Return: 3.1%, Sharpe: 5.86, Volatility: 7.8%, Max Drawdown: -0.7%
- YTD
- Return: 23.4%, Sharpe: 1.56, Volatility: 16.9%, Max Drawdown: -9.4%
- 1Y
- Return: 32.8%, Sharpe: 1.68, Volatility: 17.2%, Max Drawdown: -9.4%
- 5Y
- Return: 216.9%, Sharpe: 1.57, Volatility: 14.9%, Max Drawdown: -15.5%
- 10Y
- Return: 2844.1%, Sharpe: 2.09, Volatility: 16.3%, Max Drawdown: -17.1%
Frequently Asked Questions
- What is Stock - Crypto - High Volatility (pfolio_stock_crypto_hv)?
- Stock - Crypto - High Volatility (pfolio_stock_crypto_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_crypto_hv compare to other assets?
- You can compare pfolio_stock_crypto_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_crypto_hv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_stock_crypto_hv. You invest through your own broker — pfolio provides the analytics.