CHF/CNH (CHFCNH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/CNH (CHFCNH): 1Y return -2.4%, Sharpe ratio -0.26, volatility 8.1%, max drawdown -5.7%. 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: 1.0%, Sharpe: 2.77, Volatility: 8.5%, Max Drawdown: -0.7%
- YTD
- Return: -1.2%, Sharpe: -0.41, Volatility: 9.0%, Max Drawdown: -5.7%
- 1Y
- Return: -2.4%, Sharpe: -0.26, Volatility: 8.1%, Max Drawdown: -5.7%
- 5Y
- Return: 23.5%, Sharpe: 0.49, Volatility: 9.1%, Max Drawdown: -9.1%
- 10Y
- Return: 30.3%, Sharpe: 0.32, 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.