CNH/CHF (CNHCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CNH/CHF (CNHCHF): 1Y return 2.5%, Sharpe ratio 0.34, volatility 8.1%, max drawdown -6.5%. 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: -1.0%, Sharpe: -2.70, Volatility: 8.4%, Max Drawdown: -1.6%
- YTD
- Return: 1.2%, Sharpe: 0.50, Volatility: 9.0%, Max Drawdown: -4.9%
- 1Y
- Return: 2.5%, Sharpe: 0.34, Volatility: 8.1%, Max Drawdown: -6.5%
- 5Y
- Return: -19.0%, Sharpe: -0.41, Volatility: 9.0%, Max Drawdown: -26.4%
- 10Y
- Return: -23.3%, Sharpe: -0.23, Volatility: 9.3%, 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.