JPY/CAD (JPYCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/CAD (JPYCAD): 1Y return -9.0%, Sharpe ratio -1.20, volatility 7.3%, max drawdown -11.3%. 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: 1.4%, Sharpe: 2.64, Volatility: 6.5%, Max Drawdown: -0.9%
- YTD
- Return: -1.2%, Sharpe: -0.36, Volatility: 7.0%, Max Drawdown: -4.3%
- 1Y
- Return: -9.0%, Sharpe: -1.20, Volatility: 7.3%, Max Drawdown: -11.3%
- 5Y
- Return: -21.3%, Sharpe: -0.42, Volatility: 9.8%, Max Drawdown: -28.3%
- 10Y
- Return: -26.8%, Sharpe: -0.26, Volatility: 9.8%, 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.