EUR/AUD (EURAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/AUD (EURAUD): 1Y return -9.0%, Sharpe ratio -1.50, volatility 5.9%, max drawdown -11.1%. A Currency in the Currency asset class. Compare EURAUD with other assets and invest through your own broker with pfolio.
EUR/AUD (EURAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: AUD
EURAUD Performance
- MTD
- Return: -1.1%, Sharpe: -6.10, Volatility: 5.9%, Max Drawdown: -1.6%
- YTD
- Return: -8.6%, Sharpe: -1.86, Volatility: 5.9%, Max Drawdown: -8.8%
- 1Y
- Return: -9.0%, Sharpe: -1.50, Volatility: 5.9%, Max Drawdown: -11.1%
- 5Y
- Return: 2.0%, Sharpe: 0.09, Volatility: 7.7%, Max Drawdown: -13.0%
- 10Y
- Return: 9.7%, Sharpe: 0.15, Volatility: 7.8%, Max Drawdown: -24.1%
Frequently Asked Questions
- What is EUR/AUD (EURAUD)?
- EUR/AUD (EURAUD) 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 EURAUD compare to other assets?
- You can compare EURAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURAUD through pfolio?
- pfolio helps you build diversified portfolios that may include EURAUD. You invest through your own broker — pfolio provides the analytics.