JPY/AUD (JPYAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/AUD (JPYAUD): 1Y return -20.1%, Sharpe ratio -2.43, volatility 8.7%, max drawdown -20.3%. 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: -3.3%, Sharpe: -7.86, Volatility: 9.9%, Max Drawdown: -3.3%
- YTD
- Return: -7.5%, Sharpe: -2.57, Volatility: 10.0%, Max Drawdown: -7.7%
- 1Y
- Return: -20.1%, Sharpe: -2.43, Volatility: 8.7%, Max Drawdown: -20.3%
- 5Y
- Return: -25.7%, Sharpe: -0.46, Volatility: 11.1%, Max Drawdown: -30.9%
- 10Y
- Return: -25.7%, Sharpe: -0.20, Volatility: 11.1%, Max Drawdown: -44.5%
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.