GBP/NZD (GBPNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/NZD (GBPNZD): 1Y return -0.7%, Sharpe ratio -0.09, volatility 5.5%, max drawdown -4.5%. A Currency in the Currency asset class. Compare GBPNZD with other assets and invest through your own broker with pfolio.
GBP/NZD (GBPNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: NZD
GBPNZD Performance
- MTD
- Return: -0.2%, Sharpe: -0.86, Volatility: 3.6%, Max Drawdown: -0.9%
- YTD
- Return: -1.7%, Sharpe: -0.42, Volatility: 5.6%, Max Drawdown: -4.2%
- 1Y
- Return: -0.7%, Sharpe: -0.09, Volatility: 5.5%, Max Drawdown: -4.5%
- 5Y
- Return: 15.9%, Sharpe: 0.43, Volatility: 7.2%, Max Drawdown: -8.4%
- 10Y
- Return: 26.5%, Sharpe: 0.32, Volatility: 8.1%, Max Drawdown: -11.3%
Frequently Asked Questions
- What is GBP/NZD (GBPNZD)?
- GBP/NZD (GBPNZD) 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 GBPNZD compare to other assets?
- You can compare GBPNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPNZD through pfolio?
- pfolio helps you build diversified portfolios that may include GBPNZD. You invest through your own broker — pfolio provides the analytics.