JPY/EUR (JPYEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/EUR (JPYEUR): 1Y return -7.3%, Sharpe ratio -1.22, volatility 5.9%, max drawdown -9.3%. A Currency in the Currency asset class. Compare JPYEUR with other assets and invest through your own broker with pfolio.
JPY/EUR (JPYEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: EUR
JPYEUR Performance
- MTD
- Return: 0.2%, Sharpe: 0.84, Volatility: 5.3%, Max Drawdown: -0.5%
- YTD
- Return: -0.5%, Sharpe: -0.12, Volatility: 5.8%, Max Drawdown: -3.3%
- 1Y
- Return: -7.3%, Sharpe: -1.22, Volatility: 5.9%, Max Drawdown: -9.3%
- 5Y
- Return: -29.1%, Sharpe: -0.71, Volatility: 8.9%, Max Drawdown: -33.4%
- 10Y
- Return: -37.2%, Sharpe: -0.50, Volatility: 8.3%, Max Drawdown: -40.1%
Frequently Asked Questions
- What is JPY/EUR (JPYEUR)?
- JPY/EUR (JPYEUR) 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 JPYEUR compare to other assets?
- You can compare JPYEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYEUR through pfolio?
- pfolio helps you build diversified portfolios that may include JPYEUR. You invest through your own broker — pfolio provides the analytics.