Ethereum USD (ETHUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Ethereum USD (ETHUSD): 1Y return -23.7%, Sharpe ratio -0.08, volatility 64.8%, max drawdown -62.3%. 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: -11.0%, Sharpe: -4.84, Volatility: 28.1%, Max Drawdown: -15.0%
- YTD
- Return: -32.3%, Sharpe: -1.10, Volatility: 64.6%, Max Drawdown: -45.7%
- 1Y
- Return: -23.7%, Sharpe: -0.08, Volatility: 64.8%, Max Drawdown: -62.3%
- 5Y
- Return: -17.0%, Sharpe: 0.30, Volatility: 70.2%, Max Drawdown: -78.4%
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.