CHF/EUR (CHFEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/EUR (CHFEUR): 1Y return 0.3%, Sharpe ratio 0.09, volatility 4.0%, max drawdown -4.9%. A Currency in the Currency asset class. Compare CHFEUR with other assets and invest through your own broker with pfolio.
CHF/EUR (CHFEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: EUR
CHFEUR Performance
- MTD
- Return: 1.7%, Sharpe: 6.68, Volatility: 8.2%, Max Drawdown: -0.5%
- YTD
- Return: 0.0%, Sharpe: 0.03, Volatility: 4.3%, Max Drawdown: -4.9%
- 1Y
- Return: 0.3%, Sharpe: 0.09, Volatility: 4.0%, Max Drawdown: -4.9%
- 5Y
- Return: 15.2%, Sharpe: 0.53, Volatility: 5.4%, Max Drawdown: -6.5%
- 10Y
- Return: 17.5%, Sharpe: 0.34, Volatility: 4.9%, Max Drawdown: -11.3%
Frequently Asked Questions
- What is CHF/EUR (CHFEUR)?
- CHF/EUR (CHFEUR) 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 CHFEUR compare to other assets?
- You can compare CHFEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFEUR through pfolio?
- pfolio helps you build diversified portfolios that may include CHFEUR. You invest through your own broker — pfolio provides the analytics.