JPY/GBP (JPYGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/GBP (JPYGBP): 1Y return -2.8%, Sharpe ratio -0.38, volatility 6.7%, max drawdown -8.9%. 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: -0.6%, Sharpe: -3.11, Volatility: 5.6%, Max Drawdown: -0.8%
- YTD
- Return: 0.6%, Sharpe: 0.14, Volatility: 6.8%, Max Drawdown: -5.3%
- 1Y
- Return: -2.8%, Sharpe: -0.38, Volatility: 6.7%, Max Drawdown: -8.9%
- 5Y
- Return: -26.4%, Sharpe: -0.58, Volatility: 9.5%, Max Drawdown: -31.8%
- 10Y
- Return: -39.4%, Sharpe: -0.45, Volatility: 9.7%, 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.