CHF/NOK (CHFNOK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/NOK (CHFNOK): 1Y return -4.5%, Sharpe ratio -0.63, volatility 6.7%, max drawdown -8.5%. A Currency in the Currency asset class. Compare CHFNOK with other assets and invest through your own broker with pfolio.
CHF/NOK (CHFNOK) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: NOK
CHFNOK Performance
- MTD
- Return: -1.7%, Sharpe: -11.00, Volatility: 4.3%, Max Drawdown: -2.0%
- YTD
- Return: -4.8%, Sharpe: -1.20, Volatility: 7.3%, Max Drawdown: -7.6%
- 1Y
- Return: -4.5%, Sharpe: -0.63, Volatility: 6.7%, Max Drawdown: -8.5%
- 5Y
- Return: 27.2%, Sharpe: 0.51, Volatility: 10.0%, Max Drawdown: -10.7%
- 10Y
- Return: 41.6%, Sharpe: 0.39, Volatility: 9.9%, Max Drawdown: -24.8%
Frequently Asked Questions
- What is CHF/NOK (CHFNOK)?
- CHF/NOK (CHFNOK) 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 CHFNOK compare to other assets?
- You can compare CHFNOK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFNOK through pfolio?
- pfolio helps you build diversified portfolios that may include CHFNOK. You invest through your own broker — pfolio provides the analytics.