GBP Index (GBP Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP Index (GBP Index): 1Y return 1.0%, Sharpe ratio 0.23, volatility 4.8%, max drawdown -3.3%. 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: 0.6%, Sharpe: 2.81, Volatility: 2.9%, Max Drawdown: -0.4%
- YTD
- Return: 0.9%, Sharpe: 0.29, Volatility: 5.0%, Max Drawdown: -3.2%
- 1Y
- Return: 1.0%, Sharpe: 0.23, Volatility: 4.8%, Max Drawdown: -3.3%
- 5Y
- Return: 0.1%, Sharpe: 0.04, Volatility: 6.6%, Max Drawdown: -16.9%
- 10Y
- Return: 0.6%, Sharpe: 0.04, Volatility: 7.2%, 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.