CHF/CAD (CHFCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/CAD (CHFCAD): 1Y return 5.7%, Sharpe ratio 0.96, volatility 5.7%, max drawdown -3.2%. 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: 1.6%, Sharpe: 4.26, Volatility: 4.5%, Max Drawdown: -0.9%
- YTD
- Return: 1.7%, Sharpe: 0.74, Volatility: 5.5%, Max Drawdown: -2.8%
- 1Y
- Return: 5.7%, Sharpe: 0.96, Volatility: 5.7%, Max Drawdown: -3.2%
- 5Y
- Return: 30.7%, Sharpe: 0.74, Volatility: 7.3%, Max Drawdown: -8.6%
- 10Y
- Return: 34.1%, Sharpe: 0.41, Volatility: 7.6%, 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.