NZD/AUD (NZDAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/AUD (NZDAUD): 1Y return -9.5%, Sharpe ratio -2.10, volatility 4.5%, max drawdown -11.1%. 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: 1.0%, Sharpe: 5.56, Volatility: 5.2%, Max Drawdown: -0.5%
- YTD
- Return: -4.1%, Sharpe: -1.44, Volatility: 5.2%, Max Drawdown: -5.9%
- 1Y
- Return: -9.5%, Sharpe: -2.10, Volatility: 4.5%, Max Drawdown: -11.1%
- 5Y
- Return: -11.2%, Sharpe: -0.47, Volatility: 4.6%, Max Drawdown: -16.1%
- 10Y
- Return: -13.5%, Sharpe: -0.25, Volatility: 5.1%, Max Drawdown: -18.0%
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.