CHF/JPY (CHFJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/JPY (CHFJPY): 1Y return 16.1%, Sharpe ratio 2.29, volatility 6.4%, max drawdown -2.4%. A Currency in the Currency asset class. Compare CHFJPY with other assets and invest through your own broker with pfolio.
CHF/JPY (CHFJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: JPY
CHFJPY Performance
- MTD
- Return: 0.3%, Sharpe: 0.73, Volatility: 5.2%, Max Drawdown: -1.0%
- YTD
- Return: 2.9%, Sharpe: 1.00, Volatility: 6.9%, Max Drawdown: -2.4%
- 1Y
- Return: 16.1%, Sharpe: 2.29, Volatility: 6.4%, Max Drawdown: -2.4%
- 5Y
- Return: 66.0%, Sharpe: 1.23, Volatility: 8.2%, Max Drawdown: -7.8%
- 10Y
- Return: 83.2%, Sharpe: 0.81, Volatility: 7.6%, Max Drawdown: -9.5%
Frequently Asked Questions
- What is CHF/JPY (CHFJPY)?
- CHF/JPY (CHFJPY) 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 CHFJPY compare to other assets?
- You can compare CHFJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFJPY through pfolio?
- pfolio helps you build diversified portfolios that may include CHFJPY. You invest through your own broker — pfolio provides the analytics.