AUD/NZD (AUDNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/NZD (AUDNZD): 1Y return 9.0%, Sharpe ratio 1.76, volatility 4.8%, max drawdown -2.8%. A Currency in the Currency asset class. Compare AUDNZD with other assets and invest through your own broker with pfolio.
AUD/NZD (AUDNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: NZD
AUDNZD Performance
- MTD
- Return: 0.3%, Sharpe: 1.94, Volatility: 5.3%, Max Drawdown: -0.5%
- YTD
- Return: 7.5%, Sharpe: 1.81, Volatility: 5.0%, Max Drawdown: -2.8%
- 1Y
- Return: 9.0%, Sharpe: 1.76, Volatility: 4.8%, Max Drawdown: -2.8%
- 5Y
- Return: 17.4%, Sharpe: 0.69, Volatility: 4.7%, Max Drawdown: -8.1%
- 10Y
- Return: 16.4%, Sharpe: 0.32, Volatility: 5.0%, Max Drawdown: -10.6%
Frequently Asked Questions
- What is AUD/NZD (AUDNZD)?
- AUD/NZD (AUDNZD) 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 AUDNZD compare to other assets?
- You can compare AUDNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDNZD through pfolio?
- pfolio helps you build diversified portfolios that may include AUDNZD. You invest through your own broker — pfolio provides the analytics.