JPY/AUD (JPYAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/AUD (JPYAUD): 1Y return -17.9%, Sharpe ratio -2.23, volatility 8.4%, max drawdown -19.3%. A Currency in the Currency asset class. Compare JPYAUD with other assets and invest through your own broker with pfolio.
JPY/AUD (JPYAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: AUD
JPYAUD Performance
- MTD
- Return: 0.1%, Sharpe: 0.17, Volatility: 7.7%, Max Drawdown: -1.6%
- YTD
- Return: -8.2%, Sharpe: -2.15, Volatility: 9.2%, Max Drawdown: -8.7%
- 1Y
- Return: -17.9%, Sharpe: -2.23, Volatility: 8.4%, Max Drawdown: -19.3%
- 5Y
- Return: -25.5%, Sharpe: -0.46, Volatility: 11.1%, Max Drawdown: -31.6%
- 10Y
- Return: -30.5%, Sharpe: -0.27, Volatility: 10.9%, Max Drawdown: -45.1%
Frequently Asked Questions
- What is JPY/AUD (JPYAUD)?
- JPY/AUD (JPYAUD) 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 JPYAUD compare to other assets?
- You can compare JPYAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYAUD through pfolio?
- pfolio helps you build diversified portfolios that may include JPYAUD. You invest through your own broker — pfolio provides the analytics.