GBP/EUR (GBPEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/EUR (GBPEUR): 1Y return -3.5%, Sharpe ratio -0.86, volatility 3.9%, max drawdown -5.4%. A Currency in the Currency asset class. Compare GBPEUR with other assets and invest through your own broker with pfolio.
GBP/EUR (GBPEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: EUR
GBPEUR Performance
- MTD
- Return: -0.1%, Sharpe: -0.19, Volatility: 3.9%, Max Drawdown: -1.2%
- YTD
- Return: 0.6%, Sharpe: 0.42, Volatility: 3.7%, Max Drawdown: -1.7%
- 1Y
- Return: -3.5%, Sharpe: -0.86, Volatility: 3.9%, Max Drawdown: -5.4%
- 5Y
- Return: -1.0%, Sharpe: 0.02, Volatility: 8.7%, Max Drawdown: -15.9%
- 10Y
- Return: -12.0%, Sharpe: -0.10, Volatility: 8.5%, Max Drawdown: -22.2%
Frequently Asked Questions
- What is GBP/EUR (GBPEUR)?
- GBP/EUR (GBPEUR) 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 GBPEUR compare to other assets?
- You can compare GBPEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPEUR through pfolio?
- pfolio helps you build diversified portfolios that may include GBPEUR. You invest through your own broker — pfolio provides the analytics.