NZD/AUD (NZDAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/AUD (NZDAUD): 1Y return -8.3%, Sharpe ratio -1.71, volatility 4.8%, max drawdown -9.3%. A Currency in the Currency asset class. Compare NZDAUD with other assets and invest through your own broker with pfolio.
NZD/AUD (NZDAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: AUD
NZDAUD Performance
- MTD
- Return: -0.3%, Sharpe: -1.89, Volatility: 5.3%, Max Drawdown: -0.9%
- YTD
- Return: -7.0%, Sharpe: -1.76, Volatility: 5.0%, Max Drawdown: -7.4%
- 1Y
- Return: -8.3%, Sharpe: -1.71, Volatility: 4.8%, Max Drawdown: -9.3%
- 5Y
- Return: -14.9%, Sharpe: -0.64, Volatility: 4.7%, Max Drawdown: -17.1%
- 10Y
- Return: -14.1%, Sharpe: -0.27, Volatility: 5.0%, Max Drawdown: -19.2%
Frequently Asked Questions
- What is NZD/AUD (NZDAUD)?
- NZD/AUD (NZDAUD) 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 NZDAUD compare to other assets?
- You can compare NZDAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDAUD through pfolio?
- pfolio helps you build diversified portfolios that may include NZDAUD. You invest through your own broker — pfolio provides the analytics.