JPY/SGD (JPYSGD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/SGD (JPYSGD): 1Y return -4.7%, Sharpe ratio -0.78, volatility 5.7%, max drawdown -8.5%. A Currency in the Currency asset class. Compare JPYSGD with other assets and invest through your own broker with pfolio.
JPY/SGD (JPYSGD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: SGD
JPYSGD Performance
- MTD
- Return: -0.3%, Sharpe: -3.13, Volatility: 3.1%, Max Drawdown: -0.6%
- YTD
- Return: -1.4%, Sharpe: -0.28, Volatility: 5.8%, Max Drawdown: -4.7%
- 1Y
- Return: -4.7%, Sharpe: -0.78, Volatility: 5.7%, Max Drawdown: -8.5%
- 5Y
- Return: -32.3%, Sharpe: -0.91, Volatility: 8.0%, Max Drawdown: -35.0%
- 10Y
- Return: -39.3%, Sharpe: -0.61, Volatility: 7.4%, Max Drawdown: -41.5%
Frequently Asked Questions
- What is JPY/SGD (JPYSGD)?
- JPY/SGD (JPYSGD) 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 JPYSGD compare to other assets?
- You can compare JPYSGD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYSGD through pfolio?
- pfolio helps you build diversified portfolios that may include JPYSGD. You invest through your own broker — pfolio provides the analytics.