CHF/AUD (CHFAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/AUD (CHFAUD): 1Y return -8.8%, Sharpe ratio -1.20, volatility 7.2%, max drawdown -12.5%. A Currency in the Currency asset class. Compare CHFAUD with other assets and invest through your own broker with pfolio.
CHF/AUD (CHFAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: AUD
CHFAUD Performance
- MTD
- Return: 0.6%, Sharpe: 2.46, Volatility: 7.3%, Max Drawdown: -1.0%
- YTD
- Return: -8.5%, Sharpe: -1.51, Volatility: 7.2%, Max Drawdown: -9.9%
- 1Y
- Return: -8.8%, Sharpe: -1.20, Volatility: 7.2%, Max Drawdown: -12.5%
- 5Y
- Return: 17.6%, Sharpe: 0.39, Volatility: 9.2%, Max Drawdown: -14.2%
- 10Y
- Return: 28.9%, Sharpe: 0.32, Volatility: 9.0%, Max Drawdown: -22.3%
Frequently Asked Questions
- What is CHF/AUD (CHFAUD)?
- CHF/AUD (CHFAUD) 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 CHFAUD compare to other assets?
- You can compare CHFAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFAUD through pfolio?
- pfolio helps you build diversified portfolios that may include CHFAUD. You invest through your own broker — pfolio provides the analytics.