CHF/GBP (CHFGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/GBP (CHFGBP): 1Y return -2.4%, Sharpe ratio -0.44, volatility 5.0%, max drawdown -6.9%. 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: 0.4%, Sharpe: 1.77, Volatility: 8.0%, Max Drawdown: -0.7%
- YTD
- Return: -3.0%, Sharpe: -0.70, Volatility: 5.2%, Max Drawdown: -6.9%
- 1Y
- Return: -2.4%, Sharpe: -0.44, Volatility: 5.0%, Max Drawdown: -6.9%
- 5Y
- Return: 14.7%, Sharpe: 0.40, Volatility: 7.2%, Max Drawdown: -9.2%
- 10Y
- Return: 10.3%, Sharpe: 0.16, Volatility: 7.7%, 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.