NZD/USD (NZDUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/USD (NZDUSD): 1Y return 0.6%, Sharpe ratio 0.11, volatility 8.9%, max drawdown -8.3%. 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: 3.3%, Sharpe: 5.91, Volatility: 12.6%, Max Drawdown: -1.2%
- YTD
- Return: 1.9%, Sharpe: 0.65, Volatility: 10.8%, Max Drawdown: -6.4%
- 1Y
- Return: 0.6%, Sharpe: 0.11, Volatility: 8.9%, Max Drawdown: -8.3%
- 5Y
- Return: -17.3%, Sharpe: -0.30, Volatility: 10.3%, Max Drawdown: -24.4%
- 10Y
- Return: -14.0%, Sharpe: -0.10, Volatility: 10.0%, 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.