CHF/USD (CHFUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/USD (CHFUSD): 1Y return -2.9%, Sharpe ratio -0.36, volatility 7.1%, max drawdown -8.7%. A Currency in the Currency asset class. Compare CHFUSD with other assets and invest through your own broker with pfolio.
CHF/USD (CHFUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: USD
CHFUSD Performance
- MTD
- Return: 0.5%, Sharpe: 3.27, Volatility: 5.0%, Max Drawdown: -0.6%
- YTD
- Return: -4.6%, Sharpe: -0.75, Volatility: 7.4%, Max Drawdown: -8.7%
- 1Y
- Return: -2.9%, Sharpe: -0.36, Volatility: 7.1%, Max Drawdown: -8.7%
- 5Y
- Return: 11.8%, Sharpe: 0.31, Volatility: 8.0%, Max Drawdown: -10.3%
- 10Y
- Return: 19.0%, Sharpe: 0.27, Volatility: 7.3%, Max Drawdown: -13.4%
Frequently Asked Questions
- What is CHF/USD (CHFUSD)?
- CHF/USD (CHFUSD) 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 CHFUSD compare to other assets?
- You can compare CHFUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CHFUSD through pfolio?
- pfolio helps you build diversified portfolios that may include CHFUSD. You invest through your own broker — pfolio provides the analytics.