CAD/NZD (CADNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/NZD (CADNZD): 1Y return 1.2%, Sharpe ratio 0.20, volatility 6.8%, max drawdown -4.6%. A Currency in the Currency asset class. Compare CADNZD with other assets and invest through your own broker with pfolio.
CAD/NZD (CADNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: NZD
CADNZD Performance
- MTD
- Return: -1.5%, Sharpe: -7.26, Volatility: 6.0%, Max Drawdown: -1.6%
- YTD
- Return: -2.8%, Sharpe: -0.63, Volatility: 7.7%, Max Drawdown: -4.3%
- 1Y
- Return: 1.2%, Sharpe: 0.20, Volatility: 6.8%, Max Drawdown: -4.6%
- 5Y
- Return: 6.7%, Sharpe: 0.20, Volatility: 7.5%, Max Drawdown: -12.3%
- 10Y
- Return: 16.7%, Sharpe: 0.23, Volatility: 7.8%, Max Drawdown: -12.7%
Frequently Asked Questions
- What is CAD/NZD (CADNZD)?
- CAD/NZD (CADNZD) 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 CADNZD compare to other assets?
- You can compare CADNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADNZD through pfolio?
- pfolio helps you build diversified portfolios that may include CADNZD. You invest through your own broker — pfolio provides the analytics.