CHF/CNH (CHFCNH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/CNH (CHFCNH): 1Y return -8.8%, Sharpe ratio -1.24, volatility 7.0%, max drawdown -12.0%. A Currency in the Currency asset class. Compare CHFCNH with other assets and invest through your own broker with pfolio.
CHF/CNH (CHFCNH) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: CNH
CHFCNH Performance
- MTD
- Return: 0.3%, Sharpe: 2.24, Volatility: 5.0%, Max Drawdown: -0.6%
- YTD
- Return: -8.7%, Sharpe: -1.52, Volatility: 7.3%, Max Drawdown: -12.0%
- 1Y
- Return: -8.8%, Sharpe: -1.24, Volatility: 7.0%, Max Drawdown: -12.0%
- 5Y
- Return: 16.1%, Sharpe: 0.36, Volatility: 9.1%, Max Drawdown: -12.0%
- 10Y
- Return: 18.6%, Sharpe: 0.22, Volatility: 9.3%, Max Drawdown: -15.1%
Frequently Asked Questions
- What is CHF/CNH (CHFCNH)?
- CHF/CNH (CHFCNH) 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 CHFCNH compare to other assets?
- You can compare CHFCNH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFCNH through pfolio?
- pfolio helps you build diversified portfolios that may include CHFCNH. You invest through your own broker — pfolio provides the analytics.