HKD/CNH (HKDCNH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HKD/CNH (HKDCNH): 1Y return -6.6%, Sharpe ratio -2.35, volatility 2.8%, max drawdown -7.1%. A Currency in the Currency asset class. Compare HKDCNH with other assets and invest through your own broker with pfolio.
HKD/CNH (HKDCNH) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: HK (Developed)
- Currency: CNH
HKDCNH Performance
- MTD
- Return: -0.4%, Sharpe: -5.86, Volatility: 1.0%, Max Drawdown: -0.5%
- YTD
- Return: -4.6%, Sharpe: -2.38, Volatility: 2.9%, Max Drawdown: -4.7%
- 1Y
- Return: -6.6%, Sharpe: -2.35, Volatility: 2.8%, Max Drawdown: -7.1%
- 5Y
- Return: 3.0%, Sharpe: 0.13, Volatility: 5.6%, Max Drawdown: -11.4%
- 10Y
- Return: -0.1%, Sharpe: 0.03, Volatility: 6.3%, Max Drawdown: -17.2%
Frequently Asked Questions
- What is HKD/CNH (HKDCNH)?
- HKD/CNH (HKDCNH) 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 HKDCNH compare to other assets?
- You can compare HKDCNH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HKDCNH through pfolio?
- pfolio helps you build diversified portfolios that may include HKDCNH. You invest through your own broker — pfolio provides the analytics.