GBP/JPY (GBPJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/JPY (GBPJPY): 1Y return 14.3%, Sharpe ratio 1.90, volatility 6.9%, max drawdown -3.0%. 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: 2.4%, Sharpe: 10.11, Volatility: 5.4%, Max Drawdown: -0.3%
- YTD
- Return: 2.4%, Sharpe: 1.14, Volatility: 7.0%, Max Drawdown: -3.0%
- 1Y
- Return: 14.3%, Sharpe: 1.90, Volatility: 6.9%, Max Drawdown: -3.0%
- 5Y
- Return: 43.7%, Sharpe: 0.78, Volatility: 9.5%, Max Drawdown: -11.6%
- 10Y
- Return: 39.5%, Sharpe: 0.35, Volatility: 10.8%, Max Drawdown: -22.3%
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.