EUR/CAD (EURCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/CAD (EURCAD): 1Y return -1.7%, Sharpe ratio -0.36, volatility 4.4%, 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: -0.9%, Sharpe: -5.76, Volatility: 5.6%, Max Drawdown: -1.1%
- YTD
- Return: -0.8%, Sharpe: -0.22, Volatility: 4.3%, Max Drawdown: -4.0%
- 1Y
- Return: -1.7%, Sharpe: -0.36, Volatility: 4.4%, Max Drawdown: -4.6%
- 5Y
- Return: 10.0%, Sharpe: 0.33, Volatility: 6.2%, Max Drawdown: -11.6%
- 10Y
- Return: 8.3%, Sharpe: 0.15, Volatility: 6.7%, 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.