NZD/GBP (NZDGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/GBP (NZDGBP): 1Y return -2.4%, Sharpe ratio -0.39, volatility 5.6%, max drawdown -5.4%. A Currency in the Currency asset class. Compare NZDGBP with other assets and invest through your own broker with pfolio.
NZD/GBP (NZDGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: GBP
NZDGBP Performance
- MTD
- Return: 0.2%, Sharpe: 0.75, Volatility: 5.0%, Max Drawdown: -0.8%
- YTD
- Return: 1.1%, Sharpe: 0.68, Volatility: 5.7%, Max Drawdown: -3.3%
- 1Y
- Return: -2.4%, Sharpe: -0.39, Volatility: 5.6%, Max Drawdown: -5.4%
- 5Y
- Return: -16.1%, Sharpe: -0.43, Volatility: 7.2%, Max Drawdown: -19.9%
- 10Y
- Return: -10.4%, Sharpe: -0.08, Volatility: 8.8%, Max Drawdown: -28.4%
Frequently Asked Questions
- What is NZD/GBP (NZDGBP)?
- NZD/GBP (NZDGBP) 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 NZDGBP compare to other assets?
- You can compare NZDGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDGBP through pfolio?
- pfolio helps you build diversified portfolios that may include NZDGBP. You invest through your own broker — pfolio provides the analytics.