EUR/CAD (EURCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/CAD (EURCAD): 1Y return 1.1%, Sharpe ratio 0.24, volatility 4.9%, max drawdown -4.6%. A Currency in the Currency asset class. Compare EURCAD with other assets and invest through your own broker with pfolio.
EUR/CAD (EURCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: CAD
EURCAD Performance
- MTD
- Return: -0.5%, Sharpe: -3.36, Volatility: 3.9%, Max Drawdown: -0.6%
- YTD
- Return: 0.4%, Sharpe: 0.18, Volatility: 4.7%, Max Drawdown: -4.0%
- 1Y
- Return: 1.1%, Sharpe: 0.24, Volatility: 4.9%, Max Drawdown: -4.6%
- 5Y
- Return: 9.3%, Sharpe: 0.31, Volatility: 6.3%, Max Drawdown: -14.2%
- 10Y
- Return: 11.9%, Sharpe: 0.19, Volatility: 6.8%, Max Drawdown: -20.1%
Frequently Asked Questions
- What is EUR/CAD (EURCAD)?
- EUR/CAD (EURCAD) 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 EURCAD compare to other assets?
- You can compare EURCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURCAD through pfolio?
- pfolio helps you build diversified portfolios that may include EURCAD. You invest through your own broker — pfolio provides the analytics.