NZD/CHF (NZDCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/CHF (NZDCHF): 1Y return 1.7%, Sharpe ratio 0.29, volatility 6.5%, max drawdown -5.9%. A Currency in the Currency asset class. Compare NZDCHF with other assets and invest through your own broker with pfolio.
NZD/CHF (NZDCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: CHF
NZDCHF Performance
- MTD
- Return: 1.3%, Sharpe: 3.15, Volatility: 5.3%, Max Drawdown: -1.1%
- YTD
- Return: 4.4%, Sharpe: 0.99, Volatility: 6.7%, Max Drawdown: -2.8%
- 1Y
- Return: 1.7%, Sharpe: 0.29, Volatility: 6.5%, Max Drawdown: -5.9%
- 5Y
- Return: -24.9%, Sharpe: -0.60, Volatility: 8.6%, Max Drawdown: -32.3%
- 10Y
- Return: -32.2%, Sharpe: -0.39, Volatility: 8.7%, Max Drawdown: -38.6%
Frequently Asked Questions
- What is NZD/CHF (NZDCHF)?
- NZD/CHF (NZDCHF) 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 NZDCHF compare to other assets?
- You can compare NZDCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDCHF through pfolio?
- pfolio helps you build diversified portfolios that may include NZDCHF. You invest through your own broker — pfolio provides the analytics.