Invesco CurrencyShares Swiss Franc Trust (FXF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco CurrencyShares Swiss Franc Trust (FXF): 1Y return 4.7%, Sharpe ratio 0.58, volatility 8.2%, max drawdown -4.8%. 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: 2.3%, Sharpe: 8.10, Volatility: 6.4%, Max Drawdown: -0.6%
- YTD
- Return: 1.2%, Sharpe: 0.50, Volatility: 8.8%, Max Drawdown: -4.8%
- 1Y
- Return: 4.7%, Sharpe: 0.58, Volatility: 8.2%, Max Drawdown: -4.8%
- 5Y
- Return: 14.7%, Sharpe: 0.37, Volatility: 8.2%, Max Drawdown: -13.0%
- 10Y
- Return: 13.6%, Sharpe: 0.20, Volatility: 7.5%, 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.