CAD/USD (CADUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CAD/USD (CADUSD): 1Y return 1.0%, Sharpe ratio 0.23, volatility 4.6%, max drawdown -3.8%. 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: 1.2%, Sharpe: 5.12, Volatility: 5.3%, Max Drawdown: -0.5%
- YTD
- Return: -0.5%, Sharpe: -0.32, Volatility: 5.0%, Max Drawdown: -3.3%
- 1Y
- Return: 1.0%, Sharpe: 0.23, Volatility: 4.6%, Max Drawdown: -3.8%
- 5Y
- Return: -9.1%, Sharpe: -0.26, Volatility: 6.2%, Max Drawdown: -18.2%
- 10Y
- Return: -6.7%, Sharpe: -0.07, Volatility: 6.6%, 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.