GBP/CAD (GBPCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/CAD (GBPCAD): 1Y return 1.2%, Sharpe ratio 0.25, volatility 5.2%, max drawdown -4.2%. A Currency in the Currency asset class. Compare GBPCAD with other assets and invest through your own broker with pfolio.
GBP/CAD (GBPCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: CAD
GBPCAD Performance
- MTD
- Return: 0.5%, Sharpe: 2.72, Volatility: 6.3%, Max Drawdown: -0.6%
- YTD
- Return: 2.4%, Sharpe: 0.58, Volatility: 5.2%, Max Drawdown: -3.7%
- 1Y
- Return: 1.2%, Sharpe: 0.25, Volatility: 5.2%, Max Drawdown: -4.2%
- 5Y
- Return: 11.3%, Sharpe: 0.34, Volatility: 6.8%, Max Drawdown: -15.5%
- 10Y
- Return: 16.3%, Sharpe: 0.23, Volatility: 7.7%, Max Drawdown: -20.1%
Frequently Asked Questions
- What is GBP/CAD (GBPCAD)?
- GBP/CAD (GBPCAD) 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 GBPCAD compare to other assets?
- You can compare GBPCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPCAD through pfolio?
- pfolio helps you build diversified portfolios that may include GBPCAD. You invest through your own broker — pfolio provides the analytics.