GBP/AUD (GBPAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/AUD (GBPAUD): 1Y return -8.7%, Sharpe ratio -1.44, volatility 5.9%, max drawdown -10.6%. 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: -1.0%, Sharpe: -3.25, Volatility: 7.3%, Max Drawdown: -1.6%
- YTD
- Return: -5.3%, Sharpe: -2.70, Volatility: 6.7%, Max Drawdown: -7.0%
- 1Y
- Return: -8.7%, Sharpe: -1.44, Volatility: 5.9%, Max Drawdown: -10.6%
- 5Y
- Return: 6.8%, Sharpe: 0.21, Volatility: 7.5%, Max Drawdown: -13.7%
- 10Y
- Return: 3.6%, Sharpe: 0.08, Volatility: 8.7%, Max Drawdown: -22.2%
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.