CHF/NOK (CHFNOK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/NOK (CHFNOK): 1Y return -7.8%, Sharpe ratio -1.17, volatility 6.5%, max drawdown -11.4%. 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: 0.1%, Sharpe: 0.30, Volatility: 6.4%, Max Drawdown: -1.1%
- YTD
- Return: -9.3%, Sharpe: -1.75, Volatility: 6.8%, Max Drawdown: -10.6%
- 1Y
- Return: -7.8%, Sharpe: -1.17, Volatility: 6.5%, Max Drawdown: -11.4%
- 5Y
- Return: 24.4%, Sharpe: 0.48, Volatility: 9.9%, Max Drawdown: -13.5%
- 10Y
- Return: 39.1%, Sharpe: 0.37, 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.