NZD/USD (NZDUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/USD (NZDUSD): 1Y return 1.5%, Sharpe ratio 0.21, volatility 8.8%, max drawdown -7.2%. A Currency in the Currency asset class. Compare NZDUSD with other assets and invest through your own broker with pfolio.
NZD/USD (NZDUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Oceania
- Country: NZ (Developed)
- Currency: USD
NZDUSD Performance
- MTD
- Return: 1.2%, Sharpe: 2.48, Volatility: 6.7%, Max Drawdown: -0.7%
- YTD
- Return: 2.7%, Sharpe: 0.46, Volatility: 9.5%, Max Drawdown: -7.2%
- 1Y
- Return: 1.5%, Sharpe: 0.21, Volatility: 8.8%, Max Drawdown: -7.2%
- 5Y
- Return: -14.4%, Sharpe: -0.24, Volatility: 10.3%, Max Drawdown: -23.3%
- 10Y
- Return: -18.5%, Sharpe: -0.15, Volatility: 9.9%, Max Drawdown: -26.7%
Frequently Asked Questions
- What is NZD/USD (NZDUSD)?
- NZD/USD (NZDUSD) 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 NZDUSD compare to other assets?
- You can compare NZDUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NZDUSD through pfolio?
- pfolio helps you build diversified portfolios that may include NZDUSD. You invest through your own broker — pfolio provides the analytics.