JPY/EUR (JPYEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/EUR (JPYEUR): 1Y return -7.5%, Sharpe ratio -1.25, volatility 5.9%, max drawdown -8.6%. 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: -0.6%, Sharpe: -1.04, Volatility: 6.8%, Max Drawdown: -2.5%
- YTD
- Return: -1.0%, Sharpe: -0.22, Volatility: 6.0%, Max Drawdown: -3.3%
- 1Y
- Return: -7.5%, Sharpe: -1.25, Volatility: 5.9%, Max Drawdown: -8.6%
- 5Y
- Return: -30.3%, Sharpe: -0.74, Volatility: 8.9%, Max Drawdown: -33.4%
- 10Y
- Return: -38.8%, Sharpe: -0.54, Volatility: 8.2%, 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.