JPY/NZD (JPYNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/NZD (JPYNZD): 1Y return -0.9%, Sharpe ratio -0.07, volatility 8.3%, max drawdown -9.8%. 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: -0.0%, Sharpe: -0.23, Volatility: 5.9%, Max Drawdown: -0.6%
- YTD
- Return: 2.0%, Sharpe: 0.33, Volatility: 8.2%, Max Drawdown: -5.3%
- 1Y
- Return: -0.9%, Sharpe: -0.07, Volatility: 8.3%, Max Drawdown: -9.8%
- 5Y
- Return: -11.4%, Sharpe: -0.18, Volatility: 10.2%, Max Drawdown: -23.6%
- 10Y
- Return: -17.6%, Sharpe: -0.13, 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.