EUR/GBP (EURGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/GBP (EURGBP): 1Y return -2.6%, Sharpe ratio -0.75, volatility 3.4%, max drawdown -4.3%. A Currency in the Currency asset class. Compare EURGBP with other assets and invest through your own broker with pfolio.
EUR/GBP (EURGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: GBP
EURGBP Performance
- MTD
- Return: -1.3%, Sharpe: -20.01, Volatility: 2.0%, Max Drawdown: -1.3%
- YTD
- Return: -3.0%, Sharpe: -1.12, Volatility: 3.3%, Max Drawdown: -3.5%
- 1Y
- Return: -2.6%, Sharpe: -0.75, Volatility: 3.4%, Max Drawdown: -4.3%
- 5Y
- Return: -0.4%, Sharpe: 0.03, Volatility: 8.7%, Max Drawdown: -15.9%
- 10Y
- Return: -6.1%, Sharpe: -0.03, Volatility: 8.1%, Max Drawdown: -15.9%
Frequently Asked Questions
- What is EUR/GBP (EURGBP)?
- EUR/GBP (EURGBP) 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 EURGBP compare to other assets?
- You can compare EURGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURGBP through pfolio?
- pfolio helps you build diversified portfolios that may include EURGBP. You invest through your own broker — pfolio provides the analytics.