EUR/JPY (EURJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/JPY (EURJPY): 1Y return 0.2%, Sharpe ratio 0.06, volatility 6.2%, max drawdown -5.6%. 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: -0.7%, Sharpe: -3.93, Volatility: 5.6%, Max Drawdown: -0.8%
- YTD
- Return: -3.5%, Sharpe: -0.67, Volatility: 6.3%, Max Drawdown: -5.6%
- 1Y
- Return: 0.2%, Sharpe: 0.06, Volatility: 6.2%, Max Drawdown: -5.6%
- 5Y
- Return: 35.3%, Sharpe: 0.70, Volatility: 8.9%, Max Drawdown: -10.9%
- 10Y
- Return: 55.1%, Sharpe: 0.56, 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.