CHF/NZD (CHFNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/NZD (CHFNZD): 1Y return -1.7%, Sharpe ratio -0.22, volatility 6.5%, max drawdown -6.5%. A Currency in the Currency asset class. Compare CHFNZD with other assets and invest through your own broker with pfolio.
CHF/NZD (CHFNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: NZD
CHFNZD Performance
- MTD
- Return: -1.2%, Sharpe: -3.10, Volatility: 5.3%, Max Drawdown: -1.3%
- YTD
- Return: -4.3%, Sharpe: -0.92, Volatility: 6.7%, Max Drawdown: -4.9%
- 1Y
- Return: -1.7%, Sharpe: -0.22, Volatility: 6.5%, Max Drawdown: -6.5%
- 5Y
- Return: 33.1%, Sharpe: 0.68, Volatility: 8.7%, Max Drawdown: -7.7%
- 10Y
- Return: 47.4%, Sharpe: 0.47, Volatility: 8.7%, Max Drawdown: -17.9%
Frequently Asked Questions
- What is CHF/NZD (CHFNZD)?
- CHF/NZD (CHFNZD) 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 CHFNZD compare to other assets?
- You can compare CHFNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFNZD through pfolio?
- pfolio helps you build diversified portfolios that may include CHFNZD. You invest through your own broker — pfolio provides the analytics.