CAD/GBP (CADGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/GBP (CADGBP): 1Y return -1.2%, Sharpe ratio -0.19, volatility 5.2%, max drawdown -4.9%. 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: -0.5%, Sharpe: -2.67, Volatility: 6.3%, Max Drawdown: -0.6%
- YTD
- Return: -2.3%, Sharpe: -0.53, Volatility: 5.2%, Max Drawdown: -4.9%
- 1Y
- Return: -1.2%, Sharpe: -0.19, Volatility: 5.2%, Max Drawdown: -4.9%
- 5Y
- Return: -10.1%, Sharpe: -0.27, Volatility: 6.8%, Max Drawdown: -23.0%
- 10Y
- Return: -14.0%, Sharpe: -0.15, Volatility: 7.7%, Max Drawdown: -23.0%
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.