AUD Index (AUD Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD Index (AUD Index): 1Y return 7.1%, Sharpe ratio 0.99, volatility 6.9%, max drawdown -4.2%. A Index in the Currency asset class. Compare AUD Index with other assets and invest through your own broker with pfolio.
AUD Index (AUD Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: AUD
AUD Index Performance
- MTD
- Return: 0.2%, Sharpe: 1.25, Volatility: 5.2%, Max Drawdown: -0.7%
- YTD
- Return: 5.2%, Sharpe: 0.91, Volatility: 7.2%, Max Drawdown: -4.2%
- 1Y
- Return: 7.1%, Sharpe: 0.99, Volatility: 6.9%, Max Drawdown: -4.2%
- 5Y
- Return: -5.2%, Sharpe: -0.08, Volatility: 8.6%, Max Drawdown: -22.7%
- 10Y
- Return: -12.0%, Sharpe: -0.11, Volatility: 8.3%, Max Drawdown: -27.6%
Frequently Asked Questions
- What is AUD Index (AUD Index)?
- AUD Index (AUD Index) is a Index in the Currency 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 AUD Index compare to other assets?
- You can compare AUD Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUD Index through pfolio?
- pfolio helps you build diversified portfolios that may include AUD Index. You invest through your own broker — pfolio provides the analytics.