JPY/USD (JPYUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/USD (JPYUSD): 1Y return -8.5%, Sharpe ratio -0.99, volatility 8.3%, max drawdown -11.1%. A Currency in the Currency asset class. Compare JPYUSD with other assets and invest through your own broker with pfolio.
JPY/USD (JPYUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: JP (Developed)
- Currency: USD
JPYUSD Performance
- MTD
- Return: 0.6%, Sharpe: 0.87, Volatility: 8.2%, Max Drawdown: -1.9%
- YTD
- Return: -1.8%, Sharpe: -0.48, Volatility: 8.2%, Max Drawdown: -4.9%
- 1Y
- Return: -8.5%, Sharpe: -0.99, Volatility: 8.3%, Max Drawdown: -11.1%
- 5Y
- Return: -31.1%, Sharpe: -0.69, Volatility: 9.7%, Max Drawdown: -32.6%
- 10Y
- Return: -31.1%, Sharpe: -0.36, Volatility: 8.9%, Max Drawdown: -38.2%
Frequently Asked Questions
- What is JPY/USD (JPYUSD)?
- JPY/USD (JPYUSD) 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 JPYUSD compare to other assets?
- You can compare JPYUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JPYUSD through pfolio?
- pfolio helps you build diversified portfolios that may include JPYUSD. You invest through your own broker — pfolio provides the analytics.