CHF/CAD (CHFCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/CAD (CHFCAD): 1Y return -1.1%, Sharpe ratio -0.18, volatility 5.4%, max drawdown -4.8%. A Currency in the Currency asset class. Compare CHFCAD with other assets and invest through your own broker with pfolio.
CHF/CAD (CHFCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: CAD
CHFCAD Performance
- MTD
- Return: 1.1%, Sharpe: 5.59, Volatility: 6.0%, Max Drawdown: -0.8%
- YTD
- Return: -0.6%, Sharpe: -0.11, Volatility: 5.3%, Max Drawdown: -4.8%
- 1Y
- Return: -1.1%, Sharpe: -0.18, Volatility: 5.4%, Max Drawdown: -4.8%
- 5Y
- Return: 27.8%, Sharpe: 0.69, Volatility: 7.2%, Max Drawdown: -8.6%
- 10Y
- Return: 28.4%, Sharpe: 0.36, Volatility: 7.5%, Max Drawdown: -14.2%
Frequently Asked Questions
- What is CHF/CAD (CHFCAD)?
- CHF/CAD (CHFCAD) 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 CHFCAD compare to other assets?
- You can compare CHFCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFCAD through pfolio?
- pfolio helps you build diversified portfolios that may include CHFCAD. You invest through your own broker — pfolio provides the analytics.