JPY Index (JPY Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY Index (JPY Index): 1Y return -3.3%, Sharpe ratio -0.46, volatility 6.5%, max drawdown -8.2%. 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: -0.3%, Sharpe: -3.34, Volatility: 2.6%, Max Drawdown: -0.4%
- YTD
- Return: -0.4%, Sharpe: -0.04, Volatility: 6.6%, Max Drawdown: -5.6%
- 1Y
- Return: -3.3%, Sharpe: -0.46, Volatility: 6.5%, Max Drawdown: -8.2%
- 5Y
- Return: -31.0%, Sharpe: -0.78, Volatility: 8.7%, Max Drawdown: -34.3%
- 10Y
- Return: -39.8%, Sharpe: -0.60, Volatility: 7.7%, Max Drawdown: -42.1%
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.