AUD/NZD (AUDNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/NZD (AUDNZD): 1Y return 12.9%, Sharpe ratio 2.89, volatility 4.1%, max drawdown -1.5%. 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: 1.4%, Sharpe: 4.76, Volatility: 6.0%, Max Drawdown: -0.9%
- YTD
- Return: 5.0%, Sharpe: 3.13, Volatility: 5.2%, Max Drawdown: -1.5%
- 1Y
- Return: 12.9%, Sharpe: 2.89, Volatility: 4.1%, Max Drawdown: -1.5%
- 5Y
- Return: 12.4%, Sharpe: 0.52, Volatility: 4.6%, Max Drawdown: -8.1%
- 10Y
- Return: 8.3%, Sharpe: 0.17, Volatility: 5.3%, 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.