CAD/JPY (CADJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/JPY (CADJPY): 1Y return 7.7%, Sharpe ratio 1.05, volatility 7.1%, max drawdown -4.3%. A Currency in the Currency asset class. Compare CADJPY with other assets and invest through your own broker with pfolio.
CAD/JPY (CADJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: JPY
CADJPY Performance
- MTD
- Return: 0.4%, Sharpe: 0.72, Volatility: 8.0%, Max Drawdown: -1.9%
- YTD
- Return: 0.5%, Sharpe: 0.14, Volatility: 6.8%, Max Drawdown: -4.3%
- 1Y
- Return: 7.7%, Sharpe: 1.05, Volatility: 7.1%, Max Drawdown: -4.3%
- 5Y
- Return: 32.3%, Sharpe: 0.61, Volatility: 9.7%, Max Drawdown: -14.2%
- 10Y
- Return: 47.4%, Sharpe: 0.44, Volatility: 9.6%, Max Drawdown: -17.9%
Frequently Asked Questions
- What is CAD/JPY (CADJPY)?
- CAD/JPY (CADJPY) 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 CADJPY compare to other assets?
- You can compare CADJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADJPY through pfolio?
- pfolio helps you build diversified portfolios that may include CADJPY. You invest through your own broker — pfolio provides the analytics.