Explore 88+ currencies — including UNIUSD, NOKSEK, NOKCHF — ranked by Sharpe ratio and risk-adjusted returns. Compare returns, volatility, and max drawdown to find the best currencies to invest in through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | Uniswap USD (UNIUSD) | 23.3% | 0.66 | 102.3% | -74.1% |
| 2 | NOK/SEK (NOKSEK) | 13.5% | 2.00 | 6.2% | -3.8% |
| 3 | NOK/CHF (NOKCHF) | 12.2% | 1.77 | 6.4% | -4.6% |
| 4 | ACWI (ACWI) | 11.9% | 0.85 | 13.8% | -9.7% |
| 5 | AUD/EUR (AUDEUR) | 11.1% | 1.78 | 5.8% | -3.5% |
| 6 | AUD/CHF (AUDCHF) | 10.3% | 1.36 | 7.1% | -2.4% |
| 7 | CNH/CHF (CNHCHF) | 9.8% | 1.34 | 6.9% | -4.9% |
| 8 | AUD/JPY (AUDJPY) | 9.8% | 1.13 | 8.3% | -4.7% |
| 9 | AUD/NZD (AUDNZD) | 9.5% | 1.76 | 5.0% | -2.8% |
| 10 | CNH/JPY (CNHJPY) | 9.4% | 1.19 | 7.5% | -5.5% |
| 11 | NOK/USD (NOKUSD) | 9.1% | 1.09 | 8.0% | -7.8% |
| 12 | CNHHKD (CNHHKD) | 7.8% | 2.72 | 2.7% | -1.6% |
| 13 | AUDUSD (AUDUSD) | 7.2% | 0.84 | 8.3% | -5.1% |
| 14 | AUDCAD (AUDCAD) | 7.1% | 1.03 | 6.6% | -2.7% |
| 15 | GBPDKK (GBPDKK) | 5.6% | 1.61 | 3.3% | -1.6% |
| 16 | GBPEUR (GBPEUR) | 5.5% | 1.57 | 3.3% | -1.7% |
| 17 | AUDGBP (AUDGBP) | 5.3% | 0.91 | 5.7% | -3.9% |
| 18 | GBPCHF (GBPCHF) | 4.7% | 0.91 | 5.0% | -4.1% |
| 19 | GBPJPY (GBPJPY) | 4.2% | 0.63 | 6.7% | -5.4% |
| 20 | SGDJPY (SGDJPY) | 4.2% | 0.72 | 5.7% | -4.6% |