CAD/EUR (CADEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/EUR (CADEUR): 1Y return 1.5%, Sharpe ratio 0.36, volatility 4.4%, max drawdown -3.6%. A Currency in the Currency asset class. Compare CADEUR with other assets and invest through your own broker with pfolio.
CAD/EUR (CADEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: EUR
CADEUR Performance
- MTD
- Return: 0.8%, Sharpe: 4.43, Volatility: 5.4%, Max Drawdown: -0.3%
- YTD
- Return: 0.7%, Sharpe: 0.22, Volatility: 4.3%, Max Drawdown: -3.6%
- 1Y
- Return: 1.5%, Sharpe: 0.36, Volatility: 4.4%, Max Drawdown: -3.6%
- 5Y
- Return: -9.7%, Sharpe: -0.29, Volatility: 6.2%, Max Drawdown: -21.5%
- 10Y
- Return: -8.4%, Sharpe: -0.09, Volatility: 6.7%, Max Drawdown: -21.5%
Frequently Asked Questions
- What is CAD/EUR (CADEUR)?
- CAD/EUR (CADEUR) 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 CADEUR compare to other assets?
- You can compare CADEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADEUR through pfolio?
- pfolio helps you build diversified portfolios that may include CADEUR. You invest through your own broker — pfolio provides the analytics.