GBP/CAD (GBPCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/CAD (GBPCAD): 1Y return 2.0%, Sharpe ratio 0.37, volatility 5.8%, 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: 1.8%, Sharpe: 9.44, Volatility: 4.4%, Max Drawdown: -0.4%
- YTD
- Return: 1.3%, Sharpe: 0.77, Volatility: 6.0%, Max Drawdown: -3.7%
- 1Y
- Return: 2.0%, Sharpe: 0.37, Volatility: 5.8%, Max Drawdown: -4.2%
- 5Y
- Return: 8.4%, Sharpe: 0.26, Volatility: 6.8%, Max Drawdown: -16.6%
- 10Y
- Return: 2.9%, Sharpe: 0.07, Volatility: 8.3%, Max Drawdown: -23.6%
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.