CAD/AUD (CADAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/AUD (CADAUD): 1Y return -9.8%, Sharpe ratio -1.46, volatility 6.7%, max drawdown -9.9%. A Currency in the Currency asset class. Compare CADAUD with other assets and invest through your own broker with pfolio.
CAD/AUD (CADAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: AUD
CADAUD Performance
- MTD
- Return: -1.2%, Sharpe: -2.74, Volatility: 5.8%, Max Drawdown: -1.5%
- YTD
- Return: -8.0%, Sharpe: -1.60, Volatility: 7.5%, Max Drawdown: -8.1%
- 1Y
- Return: -9.8%, Sharpe: -1.46, Volatility: 6.7%, Max Drawdown: -9.9%
- 5Y
- Return: -7.9%, Sharpe: -0.19, Volatility: 7.1%, Max Drawdown: -14.8%
- 10Y
- Return: -1.2%, Sharpe: 0.02, Volatility: 7.1%, Max Drawdown: -16.7%
Frequently Asked Questions
- What is CAD/AUD (CADAUD)?
- CAD/AUD (CADAUD) 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 CADAUD compare to other assets?
- You can compare CADAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADAUD through pfolio?
- pfolio helps you build diversified portfolios that may include CADAUD. You invest through your own broker — pfolio provides the analytics.