EUR/CHF (EURCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/CHF (EURCHF): 1Y return 0.3%, Sharpe ratio 0.10, volatility 3.7%, max drawdown -4.1%. A Currency in the Currency asset class. Compare EURCHF with other assets and invest through your own broker with pfolio.
EUR/CHF (EURCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: CHF
EURCHF Performance
- MTD
- Return: 1.0%, Sharpe: 2.92, Volatility: 4.7%, Max Drawdown: -1.0%
- YTD
- Return: 0.9%, Sharpe: 0.33, Volatility: 4.1%, Max Drawdown: -3.5%
- 1Y
- Return: 0.3%, Sharpe: 0.10, Volatility: 3.7%, Max Drawdown: -4.1%
- 5Y
- Return: -13.0%, Sharpe: -0.47, Volatility: 5.4%, Max Drawdown: -17.6%
- 10Y
- Return: -14.0%, Sharpe: -0.27, Volatility: 4.9%, Max Drawdown: -24.9%
Frequently Asked Questions
- What is EUR/CHF (EURCHF)?
- EUR/CHF (EURCHF) 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 EURCHF compare to other assets?
- You can compare EURCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURCHF through pfolio?
- pfolio helps you build diversified portfolios that may include EURCHF. You invest through your own broker — pfolio provides the analytics.