JPY/CAD (JPYCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/CAD (JPYCAD): 1Y return -1.7%, Sharpe ratio -0.19, volatility 7.1%, max drawdown -8.8%. 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: -0.0%, Sharpe: -0.14, Volatility: 5.6%, Max Drawdown: -0.6%
- YTD
- Return: 2.9%, Sharpe: 0.54, Volatility: 7.1%, Max Drawdown: -4.3%
- 1Y
- Return: -1.7%, Sharpe: -0.19, Volatility: 7.1%, Max Drawdown: -8.8%
- 5Y
- Return: -18.1%, Sharpe: -0.35, Volatility: 9.7%, Max Drawdown: -26.0%
- 10Y
- Return: -29.6%, Sharpe: -0.31, Volatility: 9.6%, 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.