Stock - High Volatility (pfolio_stock_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Stock - High Volatility (pfolio_stock_hv): 1Y return 21.0%, Sharpe ratio 1.23, volatility 16.1%, max drawdown -9.5%. A Portfolio in the Portfolio asset class. Compare pfolio_stock_hv with other assets and invest through your own broker with pfolio.
Stock - High Volatility (pfolio_stock_hv) Overview
- Type: Portfolio
- Asset Class: Portfolio
- Currency: USD
pfolio_stock_hv Performance
- MTD
- Return: 1.6%, Sharpe: 3.04, Volatility: 7.9%, Max Drawdown: -1.3%
- YTD
- Return: 17.4%, Sharpe: 1.23, Volatility: 16.7%, Max Drawdown: -9.5%
- 1Y
- Return: 21.0%, Sharpe: 1.23, Volatility: 16.1%, Max Drawdown: -9.5%
- 5Y
- Return: 204.6%, Sharpe: 1.49, Volatility: 15.2%, Max Drawdown: -14.2%
- 10Y
- Return: 1519.3%, Sharpe: 1.80, Volatility: 15.6%, Max Drawdown: -14.2%
Frequently Asked Questions
- What is Stock - High Volatility (pfolio_stock_hv)?
- Stock - High Volatility (pfolio_stock_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_hv compare to other assets?
- You can compare pfolio_stock_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_hv through pfolio?
- pfolio helps you build diversified portfolios that may include pfolio_stock_hv. You invest through your own broker — pfolio provides the analytics.