JPY/USD (JPYUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JPY/USD (JPYUSD): 1Y return -3.3%, Sharpe ratio -0.39, volatility 7.6%, max drawdown -8.4%. 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: -0.5%, Sharpe: -7.03, Volatility: 2.3%, Max Drawdown: -0.6%
- YTD
- Return: -1.1%, Sharpe: -0.14, Volatility: 7.8%, Max Drawdown: -7.0%
- 1Y
- Return: -3.3%, Sharpe: -0.39, Volatility: 7.6%, Max Drawdown: -8.4%
- 5Y
- Return: -28.3%, Sharpe: -0.61, Volatility: 9.8%, Max Drawdown: -31.1%
- 10Y
- Return: -34.7%, Sharpe: -0.43, Volatility: 8.7%, Max Drawdown: -37.3%
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.