CAD/USD (CADUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/USD (CADUSD): 1Y return -1.7%, Sharpe ratio -0.36, volatility 4.3%, max drawdown -5.4%. A Currency in the Currency asset class. Compare CADUSD with other assets and invest through your own broker with pfolio.
CAD/USD (CADUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: CA (Developed)
- Currency: USD
CADUSD Performance
- MTD
- Return: -0.5%, Sharpe: -3.54, Volatility: 4.2%, Max Drawdown: -0.5%
- YTD
- Return: -4.0%, Sharpe: -1.13, Volatility: 4.4%, Max Drawdown: -5.4%
- 1Y
- Return: -1.7%, Sharpe: -0.36, Volatility: 4.3%, Max Drawdown: -5.4%
- 5Y
- Return: -12.5%, Sharpe: -0.40, Volatility: 5.9%, Max Drawdown: -16.3%
- 10Y
- Return: -7.2%, Sharpe: -0.08, Volatility: 6.4%, Max Drawdown: -18.2%
Frequently Asked Questions
- What is CAD/USD (CADUSD)?
- CAD/USD (CADUSD) 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 CADUSD compare to other assets?
- You can compare CADUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CADUSD through pfolio?
- pfolio helps you build diversified portfolios that may include CADUSD. You invest through your own broker — pfolio provides the analytics.