CHF/USD (CHFUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/USD (CHFUSD): 1Y return -0.2%, Sharpe ratio 0.01, volatility 7.3%, max drawdown -6.9%. 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: 0.1%, Sharpe: 0.18, Volatility: 8.3%, Max Drawdown: -1.0%
- YTD
- Return: -1.7%, Sharpe: -0.28, Volatility: 7.8%, Max Drawdown: -6.9%
- 1Y
- Return: -0.2%, Sharpe: 0.01, Volatility: 7.3%, Max Drawdown: -6.9%
- 5Y
- Return: 14.0%, Sharpe: 0.35, Volatility: 8.1%, Max Drawdown: -10.3%
- 10Y
- Return: 20.1%, Sharpe: 0.28, 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.