CHF/GBP (CHFGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/GBP (CHFGBP): 1Y return -0.2%, Sharpe ratio -0.01, volatility 4.9%, max drawdown -4.8%. A Currency in the Currency asset class. Compare CHFGBP with other assets and invest through your own broker with pfolio.
CHF/GBP (CHFGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: GBP
CHFGBP Performance
- MTD
- Return: -1.2%, Sharpe: -12.03, Volatility: 2.9%, Max Drawdown: -1.2%
- YTD
- Return: -1.6%, Sharpe: -0.54, Volatility: 5.1%, Max Drawdown: -4.8%
- 1Y
- Return: -0.2%, Sharpe: -0.01, Volatility: 4.9%, Max Drawdown: -4.8%
- 5Y
- Return: 17.3%, Sharpe: 0.46, Volatility: 7.2%, Max Drawdown: -9.2%
- 10Y
- Return: 21.2%, Sharpe: 0.28, Volatility: 7.8%, Max Drawdown: -13.8%
Frequently Asked Questions
- What is CHF/GBP (CHFGBP)?
- CHF/GBP (CHFGBP) 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 CHFGBP compare to other assets?
- You can compare CHFGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFGBP through pfolio?
- pfolio helps you build diversified portfolios that may include CHFGBP. You invest through your own broker — pfolio provides the analytics.