JPY/CHF (JPYCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/CHF (JPYCHF): 1Y return -0.5%, Sharpe ratio -0.03, volatility 6.8%, max drawdown -7.3%. A Currency in the Currency asset class. Compare JPYCHF with other assets and invest through your own broker with pfolio.
JPY/CHF (JPYCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: CHF
JPYCHF Performance
- MTD
- Return: -1.0%, Sharpe: -5.76, Volatility: 5.5%, Max Drawdown: -1.1%
- YTD
- Return: 3.6%, Sharpe: 0.66, Volatility: 7.1%, Max Drawdown: -3.9%
- 1Y
- Return: -0.5%, Sharpe: -0.03, Volatility: 6.8%, Max Drawdown: -7.3%
- 5Y
- Return: -35.9%, Sharpe: -0.99, Volatility: 8.3%, Max Drawdown: -40.2%
- 10Y
- Return: -45.1%, Sharpe: -0.75, Volatility: 7.4%, Max Drawdown: -48.8%
Frequently Asked Questions
- What is JPY/CHF (JPYCHF)?
- JPY/CHF (JPYCHF) 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 JPYCHF compare to other assets?
- You can compare JPYCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYCHF through pfolio?
- pfolio helps you build diversified portfolios that may include JPYCHF. You invest through your own broker — pfolio provides the analytics.