CNH/HKD (CNHHKD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CNH/HKD (CNHHKD): 1Y return 7.0%, Sharpe ratio 2.38, volatility 2.8%, max drawdown -1.6%. A Currency in the Currency asset class. Compare CNHHKD with other assets and invest through your own broker with pfolio.
CNH/HKD (CNHHKD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: CN (Emerging)
- Currency: HKD
CNHHKD Performance
- MTD
- Return: 0.4%, Sharpe: 5.87, Volatility: 1.0%, Max Drawdown: -0.1%
- YTD
- Return: 4.9%, Sharpe: 2.40, Volatility: 2.9%, Max Drawdown: -1.6%
- 1Y
- Return: 7.0%, Sharpe: 2.38, Volatility: 2.8%, Max Drawdown: -1.6%
- 5Y
- Return: -2.9%, Sharpe: -0.07, Volatility: 5.6%, Max Drawdown: -16.5%
- 10Y
- Return: 0.1%, Sharpe: 0.03, Volatility: 6.3%, Max Drawdown: -17.4%
Frequently Asked Questions
- What is CNH/HKD (CNHHKD)?
- CNH/HKD (CNHHKD) 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 CNHHKD compare to other assets?
- You can compare CNHHKD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CNHHKD through pfolio?
- pfolio helps you build diversified portfolios that may include CNHHKD. You invest through your own broker — pfolio provides the analytics.