JPY Index (JPY Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY Index (JPY Index): 1Y return -10.4%, Sharpe ratio -1.51, volatility 6.9%, max drawdown -12.3%. A Index in the Currency asset class. Compare JPY Index with other assets and invest through your own broker with pfolio.
JPY Index (JPY Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: JPY
JPY Index Performance
- MTD
- Return: 0.5%, Sharpe: 0.94, Volatility: 7.1%, Max Drawdown: -1.5%
- YTD
- Return: -2.2%, Sharpe: -0.75, Volatility: 6.6%, Max Drawdown: -4.2%
- 1Y
- Return: -10.4%, Sharpe: -1.51, Volatility: 6.9%, Max Drawdown: -12.3%
- 5Y
- Return: -33.2%, Sharpe: -0.87, Volatility: 8.6%, Max Drawdown: -34.9%
- 10Y
- Return: -36.9%, Sharpe: -0.52, Volatility: 8.0%, Max Drawdown: -42.7%
Frequently Asked Questions
- What is JPY Index (JPY Index)?
- JPY Index (JPY Index) is a Index 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 JPY Index compare to other assets?
- You can compare JPY Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPY Index through pfolio?
- pfolio helps you build diversified portfolios that may include JPY Index. You invest through your own broker — pfolio provides the analytics.