Ethereum USD (ETHUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ethereum USD (ETHUSD): 1Y return -36.4%, Sharpe ratio -0.42, volatility 60.7%, max drawdown -63.1%. 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: -8.9%, Sharpe: -8.11, Volatility: 35.4%, Max Drawdown: -9.8%
- YTD
- Return: -17.6%, Sharpe: -0.10, Volatility: 60.4%, Max Drawdown: -53.4%
- 1Y
- Return: -36.4%, Sharpe: -0.42, Volatility: 60.7%, Max Drawdown: -63.1%
- 5Y
- Return: -30.0%, Sharpe: 0.24, Volatility: 67.5%, Max Drawdown: -78.4%
- 10Y
- Return: 20483.0%, Sharpe: 1.02, 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.