Stock - High Volatility (pfolio_stock_hv) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Stock - High Volatility (pfolio_stock_hv): 1Y return 36.8%, Sharpe ratio 1.89, volatility 16.8%, 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: -1.1%, Sharpe: -7.59, Volatility: 12.3%, Max Drawdown: -1.3%
- YTD
- Return: 20.4%, Sharpe: 1.61, Volatility: 17.5%, Max Drawdown: -9.5%
- 1Y
- Return: 36.8%, Sharpe: 1.89, Volatility: 16.8%, Max Drawdown: -9.5%
- 5Y
- Return: 203.1%, Sharpe: 1.48, Volatility: 15.2%, Max Drawdown: -14.2%
- 10Y
- Return: 1530.5%, 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.