Explore 88+ currencies — including CNHJPY, AUDJPY, CNHCHF — 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 | ACWI (ACWI) | 18.3% | 1.24 | 13.8% | -9.7% |
| 2 | CNH/JPY (CNHJPY) | 13.0% | 1.54 | 7.9% | -5.5% |
| 3 | AUD/JPY (AUDJPY) | 12.9% | 1.41 | 8.6% | -4.4% |
| 4 | CNH/CHF (CNHCHF) | 11.4% | 1.52 | 7.0% | -4.9% |
| 5 | AUD/CHF (AUDCHF) | 11.3% | 1.49 | 7.1% | -2.9% |
| 6 | AUD/NZD (AUDNZD) | 11.0% | 2.12 | 4.8% | -2.8% |
| 7 | NOK/SEK (NOKSEK) | 10.6% | 1.64 | 6.0% | -4.0% |
| 8 | AUD/EUR (AUDEUR) | 9.7% | 1.54 | 5.9% | -3.5% |
| 9 | NOK/CHF (NOKCHF) | 8.7% | 1.28 | 6.5% | -4.6% |
| 10 | AUD/GBP (AUDGBP) | 8.1% | 1.35 | 5.7% | -3.9% |
| 11 | AUD/CAD (AUDCAD) | 7.9% | 1.14 | 6.6% | -2.7% |
| 12 | CNHHKD (CNHHKD) | 6.9% | 2.37 | 2.7% | -1.6% |
| 13 | USDSEK (USDSEK) | 6.8% | 0.76 | 8.9% | -8.3% |
| 14 | USDJPY (USDJPY) | 6.6% | 0.81 | 7.9% | -6.4% |
| 15 | SGDJPY (SGDJPY) | 6.4% | 1.04 | 5.9% | -4.6% |
| 16 | AUDUSD (AUDUSD) | 6.0% | 0.72 | 8.3% | -5.1% |
| 17 | USDCHF (USDCHF) | 5.0% | 0.70 | 7.1% | -5.8% |
| 18 | USDNZD (USDNZD) | 4.7% | 0.55 | 8.8% | -8.0% |
| 19 | CADJPY (CADJPY) | 4.7% | 0.64 | 7.4% | -5.6% |
| 20 | GBPJPY (GBPJPY) | 4.4% | 0.64 | 6.9% | -5.4% |