CHF/USD (CHFUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CHF/USD (CHFUSD): 1Y return 6.2%, Sharpe ratio 0.83, volatility 7.4%, max drawdown -4.7%. 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: 0.9%, Sharpe: 1.65, Volatility: 6.5%, Max Drawdown: -1.4%
- YTD
- Return: 1.0%, Sharpe: 0.34, Volatility: 8.1%, Max Drawdown: -4.7%
- 1Y
- Return: 6.2%, Sharpe: 0.83, Volatility: 7.4%, Max Drawdown: -4.7%
- 5Y
- Return: 14.5%, Sharpe: 0.37, Volatility: 8.0%, Max Drawdown: -11.7%
- 10Y
- Return: 26.2%, Sharpe: 0.34, 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.