AUD/USD (AUDUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AUD/USD (AUDUSD): 1Y return 6.5%, Sharpe ratio 0.77, volatility 8.3%, max drawdown -5.1%. A Currency in the Currency asset class. Compare AUDUSD with other assets and invest through your own broker with pfolio.
AUD/USD (AUDUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: USD
AUDUSD Performance
- MTD
- Return: -0.1%, Sharpe: -0.28, Volatility: 5.6%, Max Drawdown: -0.9%
- YTD
- Return: 4.3%, Sharpe: 0.63, Volatility: 8.9%, Max Drawdown: -5.1%
- 1Y
- Return: 6.5%, Sharpe: 0.77, Volatility: 8.3%, Max Drawdown: -5.1%
- 5Y
- Return: -4.9%, Sharpe: -0.04, Volatility: 10.2%, Max Drawdown: -21.5%
- 10Y
- Return: -7.6%, Sharpe: -0.03, Volatility: 9.7%, Max Drawdown: -29.2%
Frequently Asked Questions
- What is AUD/USD (AUDUSD)?
- AUD/USD (AUDUSD) 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 AUDUSD compare to other assets?
- You can compare AUDUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AUDUSD through pfolio?
- pfolio helps you build diversified portfolios that may include AUDUSD. You invest through your own broker — pfolio provides the analytics.