AUD/CAD (AUDCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/CAD (AUDCAD): 1Y return 8.2%, Sharpe ratio 1.18, volatility 6.7%, max drawdown -2.7%. A Currency in the Currency asset class. Compare AUDCAD with other assets and invest through your own broker with pfolio.
AUD/CAD (AUDCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: CAD
AUDCAD Performance
- MTD
- Return: 0.4%, Sharpe: 1.97, Volatility: 6.2%, Max Drawdown: -0.7%
- YTD
- Return: 8.6%, Sharpe: 1.47, Volatility: 7.1%, Max Drawdown: -2.7%
- 1Y
- Return: 8.2%, Sharpe: 1.18, Volatility: 6.7%, Max Drawdown: -2.7%
- 5Y
- Return: 8.6%, Sharpe: 0.26, Volatility: 7.1%, Max Drawdown: -10.8%
- 10Y
- Return: -0.5%, Sharpe: 0.03, Volatility: 7.1%, Max Drawdown: -19.6%
Frequently Asked Questions
- What is AUD/CAD (AUDCAD)?
- AUD/CAD (AUDCAD) is a Currency 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 AUDCAD compare to other assets?
- You can compare AUDCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDCAD through pfolio?
- pfolio helps you build diversified portfolios that may include AUDCAD. You invest through your own broker — pfolio provides the analytics.