CHF/JPY (CHFJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/JPY (CHFJPY): 1Y return 0.5%, Sharpe ratio 0.10, volatility 6.8%, max drawdown -8.0%. 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: 1.0%, Sharpe: 5.78, Volatility: 5.6%, Max Drawdown: -0.4%
- YTD
- Return: -3.5%, Sharpe: -0.59, Volatility: 7.1%, Max Drawdown: -8.0%
- 1Y
- Return: 0.5%, Sharpe: 0.10, Volatility: 6.8%, Max Drawdown: -8.0%
- 5Y
- Return: 55.9%, Sharpe: 1.07, Volatility: 8.3%, Max Drawdown: -8.0%
- 10Y
- Return: 82.2%, Sharpe: 0.82, Volatility: 7.4%, 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.