GBP/CHF (GBPCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/CHF (GBPCHF): 1Y return 2.4%, Sharpe ratio 0.49, volatility 5.0%, max drawdown -4.1%. A Currency in the Currency asset class. Compare GBPCHF with other assets and invest through your own broker with pfolio.
GBP/CHF (GBPCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: CHF
GBPCHF Performance
- MTD
- Return: -0.4%, Sharpe: -1.71, Volatility: 8.0%, Max Drawdown: -1.1%
- YTD
- Return: 3.0%, Sharpe: 0.75, Volatility: 5.1%, Max Drawdown: -4.1%
- 1Y
- Return: 2.4%, Sharpe: 0.49, Volatility: 5.0%, Max Drawdown: -4.1%
- 5Y
- Return: -12.8%, Sharpe: -0.33, Volatility: 7.2%, Max Drawdown: -19.0%
- 10Y
- Return: -9.4%, Sharpe: -0.09, Volatility: 7.7%, Max Drawdown: -25.3%
Frequently Asked Questions
- What is GBP/CHF (GBPCHF)?
- GBP/CHF (GBPCHF) 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 GBPCHF compare to other assets?
- You can compare GBPCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPCHF through pfolio?
- pfolio helps you build diversified portfolios that may include GBPCHF. You invest through your own broker — pfolio provides the analytics.