JPY/GBP (JPYGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/GBP (JPYGBP): 1Y return -8.2%, Sharpe ratio -1.23, volatility 6.5%, max drawdown -9.8%. 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: -0.4%, Sharpe: -0.67, Volatility: 7.7%, Max Drawdown: -2.7%
- YTD
- Return: -2.7%, Sharpe: -0.58, Volatility: 6.6%, Max Drawdown: -5.3%
- 1Y
- Return: -8.2%, Sharpe: -1.23, Volatility: 6.5%, Max Drawdown: -9.8%
- 5Y
- Return: -30.4%, Sharpe: -0.69, Volatility: 9.5%, Max Drawdown: -32.1%
- 10Y
- Return: -38.7%, Sharpe: -0.44, Volatility: 9.8%, Max Drawdown: -42.6%
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.