Ethereum USD (ETHUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ethereum USD (ETHUSD): 1Y return -46.3%, Sharpe ratio -0.65, volatility 62.6%, max drawdown -66.8%. A Currency in the Cryptocurrency asset class. Compare ETHUSD with other assets and invest through your own broker with pfolio.
Ethereum USD (ETHUSD) Overview
- Type: Currency
- Asset Class: Cryptocurrency
- Currency: USD
ETHUSD Performance
- MTD
- Return: -3.1%, Sharpe: -16.36, Volatility: 15.8%, Max Drawdown: -3.1%
- YTD
- Return: -19.4%, Sharpe: -0.18, Volatility: 62.6%, Max Drawdown: -53.4%
- 1Y
- Return: -46.3%, Sharpe: -0.65, Volatility: 62.6%, Max Drawdown: -66.8%
- 5Y
- Return: -39.3%, Sharpe: 0.20, Volatility: 68.5%, Max Drawdown: -78.4%
- 10Y
- Return: 19671.5%, Sharpe: 1.01, Volatility: 88.5%, Max Drawdown: -93.5%
Frequently Asked Questions
- What is Ethereum USD (ETHUSD)?
- Ethereum USD (ETHUSD) is a Currency in the Cryptocurrency 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 ETHUSD compare to other assets?
- You can compare ETHUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ETHUSD through pfolio?
- pfolio helps you build diversified portfolios that may include ETHUSD. You invest through your own broker — pfolio provides the analytics.