CNH/JPY (CNHJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CNH/JPY (CNHJPY): 1Y return 10.2%, Sharpe ratio 1.27, volatility 7.6%, max drawdown -5.5%. A Currency in the Currency asset class. Compare CNHJPY with other assets and invest through your own broker with pfolio.
CNH/JPY (CNHJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: CN (Emerging)
- Currency: JPY
CNHJPY Performance
- MTD
- Return: 0.7%, Sharpe: 9.05, Volatility: 2.3%, Max Drawdown: -0.1%
- YTD
- Return: 5.7%, Sharpe: 0.92, Volatility: 7.9%, Max Drawdown: -5.5%
- 1Y
- Return: 10.2%, Sharpe: 1.27, Volatility: 7.6%, Max Drawdown: -5.5%
- 5Y
- Return: 34.7%, Sharpe: 0.58, Volatility: 11.1%, Max Drawdown: -13.5%
- 10Y
- Return: 54.0%, Sharpe: 0.45, Volatility: 10.4%, Max Drawdown: -15.5%
Frequently Asked Questions
- What is CNH/JPY (CNHJPY)?
- CNH/JPY (CNHJPY) 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 CNHJPY compare to other assets?
- You can compare CNHJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CNHJPY through pfolio?
- pfolio helps you build diversified portfolios that may include CNHJPY. You invest through your own broker — pfolio provides the analytics.