CHF/EUR (CHFEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/EUR (CHFEUR): 1Y return -0.3%, Sharpe ratio -0.06, volatility 3.7%, max drawdown -4.3%. 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: -1.0%, Sharpe: -2.86, Volatility: 4.7%, Max Drawdown: -1.3%
- YTD
- Return: -0.9%, Sharpe: -0.29, Volatility: 4.1%, Max Drawdown: -4.3%
- 1Y
- Return: -0.3%, Sharpe: -0.06, Volatility: 3.7%, Max Drawdown: -4.3%
- 5Y
- Return: 15.0%, Sharpe: 0.53, Volatility: 5.4%, Max Drawdown: -6.5%
- 10Y
- Return: 16.3%, Sharpe: 0.32, 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.