EUR/USD (EURUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
EUR/USD (EURUSD): 1Y return 3.8%, Sharpe ratio 0.59, volatility 6.5%, max drawdown -4.8%. 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: -0.2%, Sharpe: -0.58, Volatility: 4.4%, Max Drawdown: -1.5%
- YTD
- Return: -0.8%, Sharpe: -0.23, Volatility: 6.7%, Max Drawdown: -4.8%
- 1Y
- Return: 3.8%, Sharpe: 0.59, Volatility: 6.5%, Max Drawdown: -4.8%
- 5Y
- Return: -4.4%, Sharpe: -0.08, Volatility: 7.5%, Max Drawdown: -21.6%
- 10Y
- Return: 4.2%, Sharpe: 0.09, Volatility: 7.2%, 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.