JPY/CNH (JPYCNH) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/CNH (JPYCNH): 1Y return -13.0%, Sharpe ratio -1.74, volatility 7.6%, max drawdown -15.2%. A Currency in the Currency asset class. Compare JPYCNH with other assets and invest through your own broker with pfolio.
JPY/CNH (JPYCNH) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: CNH
JPYCNH Performance
- MTD
- Return: 0.1%, Sharpe: 0.22, Volatility: 7.7%, Max Drawdown: -1.5%
- YTD
- Return: -5.6%, Sharpe: -1.07, Volatility: 7.7%, Max Drawdown: -9.4%
- 1Y
- Return: -13.0%, Sharpe: -1.74, Volatility: 7.6%, Max Drawdown: -15.2%
- 5Y
- Return: -28.4%, Sharpe: -0.53, Volatility: 11.0%, Max Drawdown: -30.3%
- 10Y
- Return: -36.3%, Sharpe: -0.37, Volatility: 10.4%, Max Drawdown: -39.2%
Frequently Asked Questions
- What is JPY/CNH (JPYCNH)?
- JPY/CNH (JPYCNH) 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 JPYCNH compare to other assets?
- You can compare JPYCNH with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYCNH through pfolio?
- pfolio helps you build diversified portfolios that may include JPYCNH. You invest through your own broker — pfolio provides the analytics.