GBP/JPY (GBPJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/JPY (GBPJPY): 1Y return 2.9%, Sharpe ratio 0.45, volatility 6.7%, max drawdown -5.4%. A Currency in the Currency asset class. Compare GBPJPY with other assets and invest through your own broker with pfolio.
GBP/JPY (GBPJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: JPY
GBPJPY Performance
- MTD
- Return: 0.6%, Sharpe: 3.16, Volatility: 5.6%, Max Drawdown: -0.5%
- YTD
- Return: -0.6%, Sharpe: -0.07, Volatility: 6.8%, Max Drawdown: -5.4%
- 1Y
- Return: 2.9%, Sharpe: 0.45, Volatility: 6.7%, Max Drawdown: -5.4%
- 5Y
- Return: 35.9%, Sharpe: 0.67, Volatility: 9.5%, Max Drawdown: -11.6%
- 10Y
- Return: 65.1%, Sharpe: 0.55, Volatility: 9.7%, Max Drawdown: -19.3%
Frequently Asked Questions
- What is GBP/JPY (GBPJPY)?
- GBP/JPY (GBPJPY) 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 GBPJPY compare to other assets?
- You can compare GBPJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPJPY through pfolio?
- pfolio helps you build diversified portfolios that may include GBPJPY. You invest through your own broker — pfolio provides the analytics.