AUD/JPY (AUDJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/JPY (AUDJPY): 1Y return 10.1%, Sharpe ratio 1.14, volatility 8.5%, max drawdown -4.7%. A Currency in the Currency asset class. Compare AUDJPY with other assets and invest through your own broker with pfolio.
AUD/JPY (AUDJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: JPY
AUDJPY Performance
- MTD
- Return: 0.5%, Sharpe: 2.38, Volatility: 6.0%, Max Drawdown: -0.5%
- YTD
- Return: 5.5%, Sharpe: 0.84, Volatility: 8.3%, Max Drawdown: -4.7%
- 1Y
- Return: 10.1%, Sharpe: 1.14, Volatility: 8.5%, Max Drawdown: -4.7%
- 5Y
- Return: 32.6%, Sharpe: 0.55, Volatility: 11.0%, Max Drawdown: -20.4%
- 10Y
- Return: 41.4%, Sharpe: 0.37, Volatility: 10.7%, Max Drawdown: -30.3%
Frequently Asked Questions
- What is AUD/JPY (AUDJPY)?
- AUD/JPY (AUDJPY) 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 AUDJPY compare to other assets?
- You can compare AUDJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDJPY through pfolio?
- pfolio helps you build diversified portfolios that may include AUDJPY. You invest through your own broker — pfolio provides the analytics.