EUR/CHF (EURCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/CHF (EURCHF): 1Y return -0.3%, Sharpe ratio -0.05, volatility 4.0%, 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: -1.7%, Sharpe: -7.23, Volatility: 8.7%, Max Drawdown: -1.8%
- YTD
- Return: -0.1%, Sharpe: 0.00, Volatility: 4.3%, Max Drawdown: -3.5%
- 1Y
- Return: -0.3%, Sharpe: -0.05, Volatility: 4.0%, Max Drawdown: -4.1%
- 5Y
- Return: -13.4%, Sharpe: -0.49, Volatility: 5.4%, Max Drawdown: -16.2%
- 10Y
- Return: -14.9%, Sharpe: -0.29, 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.