CHF Index (CHF Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF Index (CHF Index): 1Y return -2.5%, Sharpe ratio -0.42, volatility 5.4%, max drawdown -7.2%. 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: 0.8%, Sharpe: 4.55, Volatility: 5.5%, Max Drawdown: -0.5%
- YTD
- Return: -4.0%, Sharpe: -0.86, Volatility: 5.6%, Max Drawdown: -7.2%
- 1Y
- Return: -2.5%, Sharpe: -0.42, Volatility: 5.4%, Max Drawdown: -7.2%
- 5Y
- Return: 14.3%, Sharpe: 0.46, Volatility: 6.0%, Max Drawdown: -7.2%
- 10Y
- Return: 19.4%, Sharpe: 0.34, Volatility: 5.4%, Max Drawdown: -7.2%
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.