GBP/EUR (GBPEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/EUR (GBPEUR): 1Y return 2.7%, Sharpe ratio 0.79, volatility 3.4%, max drawdown -1.9%. 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: 1.3%, Sharpe: 19.98, Volatility: 2.0%, Max Drawdown: 0.0%
- YTD
- Return: 3.1%, Sharpe: 1.15, Volatility: 3.3%, Max Drawdown: -1.7%
- 1Y
- Return: 2.7%, Sharpe: 0.79, Volatility: 3.4%, Max Drawdown: -1.9%
- 5Y
- Return: 0.4%, Sharpe: 0.05, Volatility: 8.7%, Max Drawdown: -15.9%
- 10Y
- Return: 6.5%, Sharpe: 0.12, Volatility: 8.1%, 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.