CAD/GBP (CADGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/GBP (CADGBP): 1Y return 0.3%, Sharpe ratio 0.07, volatility 5.7%, max drawdown -3.2%. A Currency in the Currency asset class. Compare CADGBP with other assets and invest through your own broker with pfolio.
CAD/GBP (CADGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: GBP
CADGBP Performance
- MTD
- Return: -0.6%, Sharpe: -1.28, Volatility: 5.9%, Max Drawdown: -1.7%
- YTD
- Return: -0.6%, Sharpe: -0.22, Volatility: 5.8%, Max Drawdown: -3.2%
- 1Y
- Return: 0.3%, Sharpe: 0.07, Volatility: 5.7%, Max Drawdown: -3.2%
- 5Y
- Return: -7.6%, Sharpe: -0.19, Volatility: 6.8%, Max Drawdown: -22.4%
- 10Y
- Return: 2.5%, Sharpe: 0.07, Volatility: 8.2%, Max Drawdown: -22.4%
Frequently Asked Questions
- What is CAD/GBP (CADGBP)?
- CAD/GBP (CADGBP) 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 CADGBP compare to other assets?
- You can compare CADGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADGBP through pfolio?
- pfolio helps you build diversified portfolios that may include CADGBP. You invest through your own broker — pfolio provides the analytics.