GBP/EUR (GBPEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/EUR (GBPEUR): 1Y return 1.1%, Sharpe ratio 0.31, volatility 3.8%, max drawdown -2.6%. 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: 1.1%, Sharpe: 10.17, Volatility: 3.1%, Max Drawdown: -0.0%
- YTD
- Return: 2.4%, Sharpe: 1.24, Volatility: 3.5%, Max Drawdown: -1.7%
- 1Y
- Return: 1.1%, Sharpe: 0.31, Volatility: 3.8%, Max Drawdown: -2.6%
- 5Y
- Return: 0.3%, Sharpe: 0.05, Volatility: 8.7%, Max Drawdown: -15.9%
- 10Y
- Return: -2.2%, Sharpe: 0.01, Volatility: 8.2%, Max Drawdown: -15.9%
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.