EUR/USD (EURUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/USD (EURUSD): 1Y return -3.1%, Sharpe ratio -0.54, volatility 5.4%, max drawdown -6.8%. A Currency in the Currency asset class. Compare EURUSD with other assets and invest through your own broker with pfolio.
EUR/USD (EURUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Currency: USD
EURUSD Performance
- MTD
- Return: -1.2%, Sharpe: -7.29, Volatility: 5.2%, Max Drawdown: -1.2%
- YTD
- Return: -4.6%, Sharpe: -0.99, Volatility: 5.8%, Max Drawdown: -6.8%
- 1Y
- Return: -3.1%, Sharpe: -0.54, Volatility: 5.4%, Max Drawdown: -6.8%
- 5Y
- Return: -3.0%, Sharpe: -0.04, Volatility: 7.5%, Max Drawdown: -17.9%
- 10Y
- Return: 1.3%, Sharpe: 0.05, Volatility: 7.1%, Max Drawdown: -23.3%
Frequently Asked Questions
- What is EUR/USD (EURUSD)?
- EUR/USD (EURUSD) 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 EURUSD compare to other assets?
- You can compare EURUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EURUSD through pfolio?
- pfolio helps you build diversified portfolios that may include EURUSD. You invest through your own broker — pfolio provides the analytics.