EUR/JPY (EURJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/JPY (EURJPY): 1Y return 8.1%, Sharpe ratio 1.31, volatility 5.9%, max drawdown -3.3%. A Currency in the Currency asset class. Compare EURJPY with other assets and invest through your own broker with pfolio.
EUR/JPY (EURJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: JPY
EURJPY Performance
- MTD
- Return: 0.6%, Sharpe: 1.11, Volatility: 6.8%, Max Drawdown: -1.8%
- YTD
- Return: 1.0%, Sharpe: 0.28, Volatility: 6.0%, Max Drawdown: -3.3%
- 1Y
- Return: 8.1%, Sharpe: 1.31, Volatility: 5.9%, Max Drawdown: -3.3%
- 5Y
- Return: 43.5%, Sharpe: 0.83, Volatility: 8.9%, Max Drawdown: -10.9%
- 10Y
- Return: 63.5%, Sharpe: 0.62, Volatility: 8.2%, Max Drawdown: -16.3%
Frequently Asked Questions
- What is EUR/JPY (EURJPY)?
- EUR/JPY (EURJPY) 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 EURJPY compare to other assets?
- You can compare EURJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURJPY through pfolio?
- pfolio helps you build diversified portfolios that may include EURJPY. You invest through your own broker — pfolio provides the analytics.