NZD/CAD (NZDCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/CAD (NZDCAD): 1Y return 1.8%, Sharpe ratio 0.29, volatility 6.8%, max drawdown -4.8%. A Currency in the Currency asset class. Compare NZDCAD with other assets and invest through your own broker with pfolio.
NZD/CAD (NZDCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: CAD
NZDCAD Performance
- MTD
- Return: 0.3%, Sharpe: 0.89, Volatility: 4.3%, Max Drawdown: -1.4%
- YTD
- Return: 4.1%, Sharpe: 0.84, Volatility: 7.3%, Max Drawdown: -3.9%
- 1Y
- Return: 1.8%, Sharpe: 0.29, Volatility: 6.8%, Max Drawdown: -4.8%
- 5Y
- Return: -6.3%, Sharpe: -0.13, Volatility: 7.4%, Max Drawdown: -14.9%
- 10Y
- Return: -12.5%, Sharpe: -0.13, Volatility: 7.7%, Max Drawdown: -21.8%
Frequently Asked Questions
- What is NZD/CAD (NZDCAD)?
- NZD/CAD (NZDCAD) 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 NZDCAD compare to other assets?
- You can compare NZDCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDCAD through pfolio?
- pfolio helps you build diversified portfolios that may include NZDCAD. You invest through your own broker — pfolio provides the analytics.