NOK/CHF (NOKCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NOK/CHF (NOKCHF): 1Y return 8.4%, Sharpe ratio 1.24, volatility 6.5%, max drawdown -4.6%. A Currency in the Currency asset class. Compare NOKCHF with other assets and invest through your own broker with pfolio.
NOK/CHF (NOKCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: NO (Developed)
- Currency: CHF
NOKCHF Performance
- MTD
- Return: -0.1%, Sharpe: -0.24, Volatility: 6.4%, Max Drawdown: -0.8%
- YTD
- Return: 10.3%, Sharpe: 1.83, Volatility: 6.8%, Max Drawdown: -4.6%
- 1Y
- Return: 8.4%, Sharpe: 1.24, Volatility: 6.5%, Max Drawdown: -4.6%
- 5Y
- Return: -19.6%, Sharpe: -0.38, Volatility: 9.9%, Max Drawdown: -31.0%
- 10Y
- Return: -28.1%, Sharpe: -0.27, Volatility: 9.8%, Max Drawdown: -39.2%
Frequently Asked Questions
- What is NOK/CHF (NOKCHF)?
- NOK/CHF (NOKCHF) 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 NOKCHF compare to other assets?
- You can compare NOKCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NOKCHF through pfolio?
- pfolio helps you build diversified portfolios that may include NOKCHF. You invest through your own broker — pfolio provides the analytics.