NOK/SEK (NOKSEK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NOK/SEK (NOKSEK): 1Y return 5.0%, Sharpe ratio 0.79, volatility 6.2%, max drawdown -4.1%. A Currency in the Currency asset class. Compare NOKSEK with other assets and invest through your own broker with pfolio.
NOK/SEK (NOKSEK) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: NO (Developed)
- Currency: SEK
NOKSEK Performance
- MTD
- Return: 1.1%, Sharpe: 6.80, Volatility: 4.7%, Max Drawdown: -0.4%
- YTD
- Return: 8.2%, Sharpe: 2.07, Volatility: 7.0%, Max Drawdown: -3.8%
- 1Y
- Return: 5.0%, Sharpe: 0.79, Volatility: 6.2%, Max Drawdown: -4.1%
- 5Y
- Return: 0.3%, Sharpe: 0.05, Volatility: 7.7%, Max Drawdown: -17.7%
- 10Y
- Return: -2.2%, Sharpe: 0.01, Volatility: 7.5%, Max Drawdown: -20.2%
Frequently Asked Questions
- What is NOK/SEK (NOKSEK)?
- NOK/SEK (NOKSEK) 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 NOKSEK compare to other assets?
- You can compare NOKSEK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NOKSEK through pfolio?
- pfolio helps you build diversified portfolios that may include NOKSEK. You invest through your own broker — pfolio provides the analytics.