HKD/CNH (HKDCNH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HKD/CNH (HKDCNH): 1Y return -6.9%, Sharpe ratio -2.52, volatility 2.7%, max drawdown -7.6%. 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: -0.2%, Sharpe: -6.18, Volatility: 0.9%, Max Drawdown: -0.2%
- YTD
- Return: -5.2%, Sharpe: -2.41, Volatility: 2.7%, Max Drawdown: -5.2%
- 1Y
- Return: -6.9%, Sharpe: -2.52, Volatility: 2.7%, Max Drawdown: -7.6%
- 5Y
- Return: 2.8%, Sharpe: 0.12, Volatility: 5.6%, Max Drawdown: -11.8%
- 10Y
- Return: -1.6%, Sharpe: 0.01, Volatility: 6.2%, 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.