NOK/SEK (NOKSEK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NOK/SEK (NOKSEK): 1Y return 10.4%, Sharpe ratio 1.58, volatility 6.2%, max drawdown -3.8%. 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: 0.4%, Sharpe: 1.89, Volatility: 7.1%, Max Drawdown: -0.9%
- YTD
- Return: 14.3%, Sharpe: 2.51, Volatility: 6.7%, Max Drawdown: -3.8%
- 1Y
- Return: 10.4%, Sharpe: 1.58, Volatility: 6.2%, Max Drawdown: -3.8%
- 5Y
- Return: 2.4%, Sharpe: 0.10, Volatility: 7.7%, Max Drawdown: -17.7%
- 10Y
- Return: -3.1%, Sharpe: -0.00, 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.