GBP Index (GBP Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP Index (GBP Index): 1Y return 0.1%, Sharpe ratio 0.04, volatility 4.6%, max drawdown -3.2%. A Index in the Currency asset class. Compare GBP Index with other assets and invest through your own broker with pfolio.
GBP Index (GBP Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: GBP
GBP Index Performance
- MTD
- Return: 0.3%, Sharpe: 2.53, Volatility: 4.2%, Max Drawdown: -0.3%
- YTD
- Return: -0.8%, Sharpe: -0.20, Volatility: 4.7%, Max Drawdown: -3.2%
- 1Y
- Return: 0.1%, Sharpe: 0.04, Volatility: 4.6%, Max Drawdown: -3.2%
- 5Y
- Return: -1.4%, Sharpe: -0.01, Volatility: 6.6%, Max Drawdown: -16.9%
- 10Y
- Return: 5.5%, Sharpe: 0.11, Volatility: 7.1%, Max Drawdown: -20.3%
Frequently Asked Questions
- What is GBP Index (GBP Index)?
- GBP Index (GBP Index) is a Index 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 GBP Index compare to other assets?
- You can compare GBP Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBP Index through pfolio?
- pfolio helps you build diversified portfolios that may include GBP Index. You invest through your own broker — pfolio provides the analytics.