EUR Index (EUR Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR Index (EUR Index): 1Y return -3.0%, Sharpe ratio -0.73, volatility 4.0%, max drawdown -5.8%. A Index in the Currency asset class. Compare EUR Index with other assets and invest through your own broker with pfolio.
EUR Index (EUR Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Europe
- Currency: EUR
EUR Index Performance
- MTD
- Return: -1.2%, Sharpe: -7.67, Volatility: 4.8%, Max Drawdown: -1.2%
- YTD
- Return: -4.5%, Sharpe: -1.33, Volatility: 4.2%, Max Drawdown: -5.8%
- 1Y
- Return: -3.0%, Sharpe: -0.73, Volatility: 4.0%, Max Drawdown: -5.8%
- 5Y
- Return: -1.2%, Sharpe: -0.01, Volatility: 5.9%, Max Drawdown: -13.1%
- 10Y
- Return: 1.4%, Sharpe: 0.05, Volatility: 5.8%, Max Drawdown: -19.1%
Frequently Asked Questions
- What is EUR Index (EUR Index)?
- EUR Index (EUR Index) is a Index 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 EUR Index compare to other assets?
- You can compare EUR Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EUR Index through pfolio?
- pfolio helps you build diversified portfolios that may include EUR Index. You invest through your own broker — pfolio provides the analytics.