JPY/GBP (JPYGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/GBP (JPYGBP): 1Y return -8.7%, Sharpe ratio -1.28, volatility 6.7%, max drawdown -10.6%. A Currency in the Currency asset class. Compare JPYGBP with other assets and invest through your own broker with pfolio.
JPY/GBP (JPYGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: GBP
JPYGBP Performance
- MTD
- Return: 0.8%, Sharpe: 1.45, Volatility: 7.2%, Max Drawdown: -1.4%
- YTD
- Return: -1.7%, Sharpe: -0.56, Volatility: 6.7%, Max Drawdown: -3.9%
- 1Y
- Return: -8.7%, Sharpe: -1.28, Volatility: 6.7%, Max Drawdown: -10.6%
- 5Y
- Return: -27.2%, Sharpe: -0.60, Volatility: 9.5%, Max Drawdown: -31.0%
- 10Y
- Return: -24.9%, Sharpe: -0.20, Volatility: 10.8%, Max Drawdown: -41.7%
Frequently Asked Questions
- What is JPY/GBP (JPYGBP)?
- JPY/GBP (JPYGBP) 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 JPYGBP compare to other assets?
- You can compare JPYGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYGBP through pfolio?
- pfolio helps you build diversified portfolios that may include JPYGBP. You invest through your own broker — pfolio provides the analytics.