GBP/JPY (GBPJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/JPY (GBPJPY): 1Y return 8.9%, Sharpe ratio 1.30, volatility 6.5%, max drawdown -3.6%. 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: 0.4%, Sharpe: 0.75, Volatility: 7.7%, Max Drawdown: -1.9%
- YTD
- Return: 2.8%, Sharpe: 0.65, Volatility: 6.6%, Max Drawdown: -3.6%
- 1Y
- Return: 8.9%, Sharpe: 1.30, Volatility: 6.5%, Max Drawdown: -3.6%
- 5Y
- Return: 43.6%, Sharpe: 0.79, Volatility: 9.5%, Max Drawdown: -11.6%
- 10Y
- Return: 63.2%, Sharpe: 0.53, 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.