AUD/CHF (AUDCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/CHF (AUDCHF): 1Y return 9.6%, Sharpe ratio 1.27, volatility 7.2%, max drawdown -2.9%. A Currency in the Currency asset class. Compare AUDCHF with other assets and invest through your own broker with pfolio.
AUD/CHF (AUDCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: CHF
AUDCHF Performance
- MTD
- Return: -0.6%, Sharpe: -2.40, Volatility: 7.3%, Max Drawdown: -1.3%
- YTD
- Return: 9.3%, Sharpe: 1.57, Volatility: 7.2%, Max Drawdown: -2.0%
- 1Y
- Return: 9.6%, Sharpe: 1.27, Volatility: 7.2%, Max Drawdown: -2.9%
- 5Y
- Return: -15.0%, Sharpe: -0.30, Volatility: 9.1%, Max Drawdown: -28.7%
- 10Y
- Return: -22.4%, Sharpe: -0.23, Volatility: 9.0%, Max Drawdown: -35.3%
Frequently Asked Questions
- What is AUD/CHF (AUDCHF)?
- AUD/CHF (AUDCHF) 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 AUDCHF compare to other assets?
- You can compare AUDCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDCHF through pfolio?
- pfolio helps you build diversified portfolios that may include AUDCHF. You invest through your own broker — pfolio provides the analytics.