AUD/EUR (AUDEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/EUR (AUDEUR): 1Y return 8.0%, Sharpe ratio 1.29, volatility 5.9%, max drawdown -3.5%. A Currency in the Currency asset class. Compare AUDEUR with other assets and invest through your own broker with pfolio.
AUD/EUR (AUDEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: EUR
AUDEUR Performance
- MTD
- Return: 1.0%, Sharpe: 9.75, Volatility: 2.9%, Max Drawdown: -0.1%
- YTD
- Return: 6.8%, Sharpe: 1.91, Volatility: 6.4%, Max Drawdown: -3.5%
- 1Y
- Return: 8.0%, Sharpe: 1.29, Volatility: 5.9%, Max Drawdown: -3.5%
- 5Y
- Return: -3.5%, Sharpe: -0.05, Volatility: 7.8%, Max Drawdown: -22.3%
- 10Y
- Return: -11.5%, Sharpe: -0.11, Volatility: 7.8%, Max Drawdown: -27.3%
Frequently Asked Questions
- What is AUD/EUR (AUDEUR)?
- AUD/EUR (AUDEUR) 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 AUDEUR compare to other assets?
- You can compare AUDEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDEUR through pfolio?
- pfolio helps you build diversified portfolios that may include AUDEUR. You invest through your own broker — pfolio provides the analytics.