CHF/AUD (CHFAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/AUD (CHFAUD): 1Y return -4.7%, Sharpe ratio -0.61, volatility 7.2%, max drawdown -9.5%. 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: 0.4%, Sharpe: 1.03, Volatility: 4.4%, Max Drawdown: -0.9%
- YTD
- Return: -5.6%, Sharpe: -1.56, Volatility: 8.4%, Max Drawdown: -6.7%
- 1Y
- Return: -4.7%, Sharpe: -0.61, Volatility: 7.2%, Max Drawdown: -9.5%
- 5Y
- Return: 23.7%, Sharpe: 0.49, Volatility: 9.3%, Max Drawdown: -11.2%
- 10Y
- Return: 27.3%, Sharpe: 0.30, Volatility: 9.1%, 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.