¿Actualizar varias filas con una consulta?

UPDATE person
    SET name = CASE id
        WHEN 1 THEN 'Jim'
        WHEN 2 THEN 'Mike'
        WHEN 3 THEN 'Precious'
    END,
    sex = CASE id
        WHEN 1 THEN 'female'
        WHEN 2 THEN 'male'
        WHEN 3 THEN 'male'
    END
WHERE id IN (1,2,3)