NZD/JPY (NZDJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/JPY (NZDJPY): 1Y return 1.0%, Sharpe ratio 0.15, volatility 8.3%, max drawdown -7.2%. A Currency in the Currency asset class. Compare NZDJPY with other assets and invest through your own broker with pfolio.
NZD/JPY (NZDJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: JPY
NZDJPY Performance
- MTD
- Return: 0.0%, Sharpe: 0.28, Volatility: 5.9%, Max Drawdown: -0.5%
- YTD
- Return: -1.9%, Sharpe: -0.25, Volatility: 8.2%, Max Drawdown: -7.2%
- 1Y
- Return: 1.0%, Sharpe: 0.15, Volatility: 8.3%, Max Drawdown: -7.2%
- 5Y
- Return: 12.8%, Sharpe: 0.28, Volatility: 10.2%, Max Drawdown: -18.6%
- 10Y
- Return: 21.3%, Sharpe: 0.23, Volatility: 10.2%, Max Drawdown: -25.8%
Frequently Asked Questions
- What is NZD/JPY (NZDJPY)?
- NZD/JPY (NZDJPY) 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 NZDJPY compare to other assets?
- You can compare NZDJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDJPY through pfolio?
- pfolio helps you build diversified portfolios that may include NZDJPY. You invest through your own broker — pfolio provides the analytics.