Invesco CurrencyShares Swiss Franc Trust (FXF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Swiss Franc Trust (FXF): 1Y return -4.6%, Sharpe ratio -0.60, volatility 7.1%, max drawdown -9.1%. A ETF in the Currency asset class. Compare FXF with other assets and invest through your own broker with pfolio.
Invesco CurrencyShares Swiss Franc Trust (FXF) Overview
- Type: ETF
- Asset Class: Currency
- Region: Europe
- Country: CH (Developed)
- Currency: USD
FXF Performance
- MTD
- Return: 0.0%, Sharpe: 0.18, Volatility: 5.9%, Max Drawdown: -0.8%
- YTD
- Return: -5.5%, Sharpe: -0.90, Volatility: 7.5%, Max Drawdown: -9.1%
- 1Y
- Return: -4.6%, Sharpe: -0.60, Volatility: 7.1%, Max Drawdown: -9.1%
- 5Y
- Return: 8.6%, Sharpe: 0.24, Volatility: 8.2%, Max Drawdown: -11.2%
- 10Y
- Return: 9.0%, Sharpe: 0.15, Volatility: 7.4%, Max Drawdown: -15.0%
Frequently Asked Questions
- What is Invesco CurrencyShares Swiss Franc Trust (FXF)?
- Invesco CurrencyShares Swiss Franc Trust (FXF) 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 FXF compare to other assets?
- You can compare FXF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FXF through pfolio?
- pfolio helps you build diversified portfolios that may include FXF. You invest through your own broker — pfolio provides the analytics.