CAD/JPY (CADJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/JPY (CADJPY): 1Y return 1.7%, Sharpe ratio 0.26, volatility 7.1%, max drawdown -5.6%. 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: 0.0%, Sharpe: 0.19, Volatility: 5.6%, Max Drawdown: -0.4%
- YTD
- Return: -2.9%, Sharpe: -0.48, Volatility: 7.0%, Max Drawdown: -5.6%
- 1Y
- Return: 1.7%, Sharpe: 0.26, Volatility: 7.1%, Max Drawdown: -5.6%
- 5Y
- Return: 22.1%, Sharpe: 0.45, Volatility: 9.7%, Max Drawdown: -14.2%
- 10Y
- Return: 42.0%, Sharpe: 0.40, 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.