EUR/NZD (EURNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/NZD (EURNZD): 1Y return -0.2%, Sharpe ratio -0.01, volatility 5.8%, max drawdown -5.6%. A Currency in the Currency asset class. Compare EURNZD with other assets and invest through your own broker with pfolio.
EUR/NZD (EURNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: NZD
EURNZD Performance
- MTD
- Return: 1.1%, Sharpe: 22.47, Volatility: 4.3%, Max Drawdown: 0.0%
- YTD
- Return: -2.4%, Sharpe: -0.56, Volatility: 5.8%, Max Drawdown: -4.6%
- 1Y
- Return: -0.2%, Sharpe: -0.01, Volatility: 5.8%, Max Drawdown: -5.6%
- 5Y
- Return: 18.6%, Sharpe: 0.47, Volatility: 7.6%, Max Drawdown: -9.3%
- 10Y
- Return: 28.9%, Sharpe: 0.35, Volatility: 7.8%, Max Drawdown: -17.9%
Frequently Asked Questions
- What is EUR/NZD (EURNZD)?
- EUR/NZD (EURNZD) 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 EURNZD compare to other assets?
- You can compare EURNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURNZD through pfolio?
- pfolio helps you build diversified portfolios that may include EURNZD. You invest through your own broker — pfolio provides the analytics.