GBP Index (GBP Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP Index (GBP Index): 1Y return 2.4%, Sharpe ratio 0.49, volatility 4.9%, max drawdown -4.2%. 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: 2.1%, Sharpe: 7.88, Volatility: 6.0%, Max Drawdown: -0.6%
- YTD
- Return: 0.4%, Sharpe: 0.29, Volatility: 5.6%, Max Drawdown: -3.2%
- 1Y
- Return: 2.4%, Sharpe: 0.49, Volatility: 4.9%, Max Drawdown: -4.2%
- 5Y
- Return: -0.3%, Sharpe: 0.03, Volatility: 6.7%, Max Drawdown: -18.0%
- 10Y
- Return: -8.6%, Sharpe: -0.07, Volatility: 8.0%, Max Drawdown: -26.2%
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.