JPY/NZD (JPYNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/NZD (JPYNZD): 1Y return -5.2%, Sharpe ratio -0.58, volatility 8.3%, max drawdown -10.2%. A Currency in the Currency asset class. Compare JPYNZD with other assets and invest through your own broker with pfolio.
JPY/NZD (JPYNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: NZD
JPYNZD Performance
- MTD
- Return: -1.8%, Sharpe: -6.78, Volatility: 7.6%, Max Drawdown: -2.2%
- YTD
- Return: -2.8%, Sharpe: -0.58, Volatility: 8.5%, Max Drawdown: -5.3%
- 1Y
- Return: -5.2%, Sharpe: -0.58, Volatility: 8.3%, Max Drawdown: -10.2%
- 5Y
- Return: -17.3%, Sharpe: -0.31, Volatility: 10.3%, Max Drawdown: -24.3%
- 10Y
- Return: -18.1%, Sharpe: -0.14, Volatility: 10.2%, Max Drawdown: -37.2%
Frequently Asked Questions
- What is JPY/NZD (JPYNZD)?
- JPY/NZD (JPYNZD) 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 JPYNZD compare to other assets?
- You can compare JPYNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYNZD through pfolio?
- pfolio helps you build diversified portfolios that may include JPYNZD. You invest through your own broker — pfolio provides the analytics.