GBP/AUD (GBPAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/AUD (GBPAUD): 1Y return -6.4%, Sharpe ratio -1.10, volatility 5.6%, max drawdown -11.3%. A Currency in the Currency asset class. Compare GBPAUD with other assets and invest through your own broker with pfolio.
GBP/AUD (GBPAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: AUD
GBPAUD Performance
- MTD
- Return: 0.1%, Sharpe: 0.88, Volatility: 4.2%, Max Drawdown: -0.5%
- YTD
- Return: -4.1%, Sharpe: -1.24, Volatility: 6.0%, Max Drawdown: -8.0%
- 1Y
- Return: -6.4%, Sharpe: -1.10, Volatility: 5.6%, Max Drawdown: -11.3%
- 5Y
- Return: 3.8%, Sharpe: 0.13, Volatility: 7.4%, Max Drawdown: -13.9%
- 10Y
- Return: 10.4%, Sharpe: 0.16, Volatility: 8.2%, Max Drawdown: -19.1%
Frequently Asked Questions
- What is GBP/AUD (GBPAUD)?
- GBP/AUD (GBPAUD) is a Currency 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 GBPAUD compare to other assets?
- You can compare GBPAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPAUD through pfolio?
- pfolio helps you build diversified portfolios that may include GBPAUD. You invest through your own broker — pfolio provides the analytics.