NOK/USD (NOKUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NOK/USD (NOKUSD): 1Y return 3.0%, Sharpe ratio 0.38, volatility 8.5%, max drawdown -7.8%. A Currency in the Currency asset class. Compare NOKUSD with other assets and invest through your own broker with pfolio.
NOK/USD (NOKUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: NO (Developed)
- Currency: USD
NOKUSD Performance
- MTD
- Return: 1.5%, Sharpe: 5.68, Volatility: 7.3%, Max Drawdown: -0.7%
- YTD
- Return: 2.8%, Sharpe: 0.58, Volatility: 9.3%, Max Drawdown: -7.8%
- 1Y
- Return: 3.0%, Sharpe: 0.38, Volatility: 8.5%, Max Drawdown: -7.8%
- 5Y
- Return: -11.2%, Sharpe: -0.11, Volatility: 13.3%, Max Drawdown: -30.1%
- 10Y
- Return: -13.7%, Sharpe: 0.03, Volatility: 20.2%, Max Drawdown: -35.0%
Frequently Asked Questions
- What is NOK/USD (NOKUSD)?
- NOK/USD (NOKUSD) 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 NOKUSD compare to other assets?
- You can compare NOKUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NOKUSD through pfolio?
- pfolio helps you build diversified portfolios that may include NOKUSD. You invest through your own broker — pfolio provides the analytics.