NZD/EUR (NZDEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/EUR (NZDEUR): 1Y return -3.2%, Sharpe ratio -0.47, volatility 6.1%, max drawdown -8.6%. A Currency in the Currency asset class. Compare NZDEUR with other assets and invest through your own broker with pfolio.
NZD/EUR (NZDEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: EUR
NZDEUR Performance
- MTD
- Return: 2.8%, Sharpe: 4.25, Volatility: 7.8%, Max Drawdown: -1.0%
- YTD
- Return: 4.2%, Sharpe: 1.51, Volatility: 6.6%, Max Drawdown: -3.4%
- 1Y
- Return: -3.2%, Sharpe: -0.47, Volatility: 6.1%, Max Drawdown: -8.6%
- 5Y
- Return: -14.0%, Sharpe: -0.34, Volatility: 7.7%, Max Drawdown: -23.9%
- 10Y
- Return: -14.9%, Sharpe: -0.15, Volatility: 8.0%, Max Drawdown: -29.1%
Frequently Asked Questions
- What is NZD/EUR (NZDEUR)?
- NZD/EUR (NZDEUR) 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 NZDEUR compare to other assets?
- You can compare NZDEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDEUR through pfolio?
- pfolio helps you build diversified portfolios that may include NZDEUR. You invest through your own broker — pfolio provides the analytics.