AUD/GBP (AUDGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/GBP (AUDGBP): 1Y return 7.0%, Sharpe ratio 1.16, volatility 5.8%, max drawdown -3.9%. A Currency in the Currency asset class. Compare AUDGBP with other assets and invest through your own broker with pfolio.
AUD/GBP (AUDGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: GBP
AUDGBP Performance
- MTD
- Return: -0.1%, Sharpe: -0.56, Volatility: 6.5%, Max Drawdown: -0.9%
- YTD
- Return: 6.1%, Sharpe: 1.32, Volatility: 5.7%, Max Drawdown: -3.9%
- 1Y
- Return: 7.0%, Sharpe: 1.16, Volatility: 5.8%, Max Drawdown: -3.9%
- 5Y
- Return: -2.4%, Sharpe: -0.03, Volatility: 7.4%, Max Drawdown: -23.3%
- 10Y
- Return: -14.4%, Sharpe: -0.15, Volatility: 8.0%, Max Drawdown: -26.2%
Frequently Asked Questions
- What is AUD/GBP (AUDGBP)?
- AUD/GBP (AUDGBP) 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 AUDGBP compare to other assets?
- You can compare AUDGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDGBP through pfolio?
- pfolio helps you build diversified portfolios that may include AUDGBP. You invest through your own broker — pfolio provides the analytics.