CHF Index (CHF Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF Index (CHF Index): 1Y return 5.8%, Sharpe ratio 1.05, volatility 5.3%, max drawdown -3.2%. A Index in the Currency asset class. Compare CHF Index with other assets and invest through your own broker with pfolio.
CHF Index (CHF Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: CHF
CHF Index Performance
- MTD
- Return: 0.9%, Sharpe: 2.53, Volatility: 4.5%, Max Drawdown: -0.8%
- YTD
- Return: 1.0%, Sharpe: 0.43, Volatility: 6.0%, Max Drawdown: -3.2%
- 1Y
- Return: 5.8%, Sharpe: 1.05, Volatility: 5.3%, Max Drawdown: -3.2%
- 5Y
- Return: 18.4%, Sharpe: 0.58, Volatility: 6.0%, Max Drawdown: -6.6%
- 10Y
- Return: 26.1%, Sharpe: 0.44, Volatility: 5.4%, Max Drawdown: -6.8%
Frequently Asked Questions
- What is CHF Index (CHF Index)?
- CHF Index (CHF Index) is a Index 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 CHF Index compare to other assets?
- You can compare CHF Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHF Index through pfolio?
- pfolio helps you build diversified portfolios that may include CHF Index. You invest through your own broker — pfolio provides the analytics.