GBP/USD (GBPUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
GBP/USD (GBPUSD): 1Y return -0.5%, Sharpe ratio -0.04, volatility 6.3%, max drawdown -4.8%. A Currency in the Currency asset class. Compare GBPUSD with other assets and invest through your own broker with pfolio.
GBP/USD (GBPUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: GB (Developed)
- Currency: USD
GBPUSD Performance
- MTD
- Return: 0.1%, Sharpe: 0.43, Volatility: 5.2%, Max Drawdown: -0.5%
- YTD
- Return: -1.7%, Sharpe: -0.29, Volatility: 6.6%, Max Drawdown: -4.8%
- 1Y
- Return: -0.5%, Sharpe: -0.04, Volatility: 6.3%, Max Drawdown: -4.8%
- 5Y
- Return: -2.6%, Sharpe: -0.02, Volatility: 8.4%, Max Drawdown: -22.4%
- 10Y
- Return: 7.8%, Sharpe: 0.13, Volatility: 8.5%, Max Drawdown: -25.2%
Frequently Asked Questions
- What is GBP/USD (GBPUSD)?
- GBP/USD (GBPUSD) 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 GBPUSD compare to other assets?
- You can compare GBPUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in GBPUSD through pfolio?
- pfolio helps you build diversified portfolios that may include GBPUSD. You invest through your own broker — pfolio provides the analytics.