NZD/USD (NZDUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
NZD/USD (NZDUSD): 1Y return -2.4%, Sharpe ratio -0.23, volatility 8.6%, max drawdown -7.9%. 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: -0.5%, Sharpe: -2.44, Volatility: 5.8%, Max Drawdown: -0.7%
- YTD
- Return: -3.0%, Sharpe: -0.38, Volatility: 9.1%, Max Drawdown: -7.9%
- 1Y
- Return: -2.4%, Sharpe: -0.23, Volatility: 8.6%, Max Drawdown: -7.9%
- 5Y
- Return: -19.1%, Sharpe: -0.35, Volatility: 10.2%, Max Drawdown: -23.3%
- 10Y
- Return: -20.7%, Sharpe: -0.18, Volatility: 9.8%, 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.