JPY/AUD (JPYAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/AUD (JPYAUD): 1Y return -9.2%, Sharpe ratio -1.06, volatility 8.5%, max drawdown -15.2%. 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: -0.4%, Sharpe: -2.33, Volatility: 6.0%, Max Drawdown: -1.0%
- YTD
- Return: -5.2%, Sharpe: -0.76, Volatility: 8.3%, Max Drawdown: -8.8%
- 1Y
- Return: -9.2%, Sharpe: -1.06, Volatility: 8.5%, Max Drawdown: -15.2%
- 5Y
- Return: -24.6%, Sharpe: -0.44, Volatility: 11.0%, Max Drawdown: -30.9%
- 10Y
- Return: -29.3%, Sharpe: -0.26, Volatility: 10.7%, Max Drawdown: -45.2%
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.