JPY/CAD (JPYCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/CAD (JPYCAD): 1Y return -10.7%, Sharpe ratio -1.37, volatility 7.7%, max drawdown -12.9%. A Currency in the Currency asset class. Compare JPYCAD with other assets and invest through your own broker with pfolio.
JPY/CAD (JPYCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: CAD
JPYCAD Performance
- MTD
- Return: -0.5%, Sharpe: -2.59, Volatility: 4.7%, Max Drawdown: -1.2%
- YTD
- Return: -1.0%, Sharpe: -0.41, Volatility: 7.5%, Max Drawdown: -4.1%
- 1Y
- Return: -10.7%, Sharpe: -1.37, Volatility: 7.7%, Max Drawdown: -12.9%
- 5Y
- Return: -24.6%, Sharpe: -0.50, Volatility: 9.8%, Max Drawdown: -28.3%
- 10Y
- Return: -26.2%, Sharpe: -0.24, Volatility: 10.0%, Max Drawdown: -36.9%
Frequently Asked Questions
- What is JPY/CAD (JPYCAD)?
- JPY/CAD (JPYCAD) 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 JPYCAD compare to other assets?
- You can compare JPYCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYCAD through pfolio?
- pfolio helps you build diversified portfolios that may include JPYCAD. You invest through your own broker — pfolio provides the analytics.