Invesco CurrencyShares Australian Dollar Trust (FXA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Australian Dollar Trust (FXA): 1Y return 8.6%, Sharpe ratio 1.08, volatility 7.6%, max drawdown -4.8%. A ETF in the Currency asset class. Compare FXA with other assets and invest through your own broker with pfolio.
Invesco CurrencyShares Australian Dollar Trust (FXA) Overview
- Type: ETF
- Asset Class: Currency
- Region: Oceania
- Country: AU (Developed)
- Currency: USD
FXA Performance
- MTD
- Return: 0.3%, Sharpe: 1.76, Volatility: 4.7%, Max Drawdown: -0.4%
- YTD
- Return: 5.3%, Sharpe: 0.83, Volatility: 8.1%, Max Drawdown: -4.8%
- 1Y
- Return: 8.6%, Sharpe: 1.08, Volatility: 7.6%, Max Drawdown: -4.8%
- 5Y
- Return: -1.0%, Sharpe: 0.03, Volatility: 10.1%, Max Drawdown: -18.9%
- 10Y
- Return: -2.1%, Sharpe: 0.03, Volatility: 9.6%, Max Drawdown: -28.0%
Frequently Asked Questions
- What is Invesco CurrencyShares Australian Dollar Trust (FXA)?
- Invesco CurrencyShares Australian Dollar Trust (FXA) is a ETF 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 FXA compare to other assets?
- You can compare FXA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FXA through pfolio?
- pfolio helps you build diversified portfolios that may include FXA. You invest through your own broker — pfolio provides the analytics.