CAD/CHF (CADCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/CHF (CADCHF): 1Y return 1.1%, Sharpe ratio 0.23, volatility 5.4%, max drawdown -3.6%. A Currency in the Currency asset class. Compare CADCHF with other assets and invest through your own broker with pfolio.
CAD/CHF (CADCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: CHF
CADCHF Performance
- MTD
- Return: -1.1%, Sharpe: -5.53, Volatility: 6.0%, Max Drawdown: -1.2%
- YTD
- Return: 0.6%, Sharpe: 0.17, Volatility: 5.3%, Max Drawdown: -2.9%
- 1Y
- Return: 1.1%, Sharpe: 0.23, Volatility: 5.4%, Max Drawdown: -3.6%
- 5Y
- Return: -21.7%, Sharpe: -0.62, Volatility: 7.2%, Max Drawdown: -28.0%
- 10Y
- Return: -22.1%, Sharpe: -0.28, Volatility: 7.5%, Max Drawdown: -29.1%
Frequently Asked Questions
- What is CAD/CHF (CADCHF)?
- CAD/CHF (CADCHF) 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 CADCHF compare to other assets?
- You can compare CADCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADCHF through pfolio?
- pfolio helps you build diversified portfolios that may include CADCHF. You invest through your own broker — pfolio provides the analytics.