CNH/CHF (CNHCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CNH/CHF (CNHCHF): 1Y return 9.6%, Sharpe ratio 1.31, volatility 7.0%, max drawdown -4.9%. A Currency in the Currency asset class. Compare CNHCHF with other assets and invest through your own broker with pfolio.
CNH/CHF (CNHCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: CN (Emerging)
- Currency: CHF
CNHCHF Performance
- MTD
- Return: -0.3%, Sharpe: -2.20, Volatility: 4.9%, Max Drawdown: -0.9%
- YTD
- Return: 9.6%, Sharpe: 1.60, Volatility: 7.3%, Max Drawdown: -4.9%
- 1Y
- Return: 9.6%, Sharpe: 1.31, Volatility: 7.0%, Max Drawdown: -4.9%
- 5Y
- Return: -13.9%, Sharpe: -0.27, Volatility: 9.0%, Max Drawdown: -26.4%
- 10Y
- Return: -15.7%, Sharpe: -0.13, Volatility: 9.2%, Max Drawdown: -30.8%
Frequently Asked Questions
- What is CNH/CHF (CNHCHF)?
- CNH/CHF (CNHCHF) 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 CNHCHF compare to other assets?
- You can compare CNHCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CNHCHF through pfolio?
- pfolio helps you build diversified portfolios that may include CNHCHF. You invest through your own broker — pfolio provides the analytics.