SEK/USD (SEKUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SEK/USD (SEKUSD): 1Y return -4.6%, Sharpe ratio -0.48, volatility 8.7%, max drawdown -12.5%. A Currency in the Currency asset class. Compare SEKUSD with other assets and invest through your own broker with pfolio.
SEK/USD (SEKUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Europe
- Country: SE (Developed)
- Currency: USD
SEKUSD Performance
- MTD
- Return: -0.1%, Sharpe: -0.34, Volatility: 4.5%, Max Drawdown: -0.5%
- YTD
- Return: -8.0%, Sharpe: -1.07, Volatility: 9.3%, Max Drawdown: -12.5%
- 1Y
- Return: -4.6%, Sharpe: -0.48, Volatility: 8.7%, Max Drawdown: -12.5%
- 5Y
- Return: -12.3%, Sharpe: -0.17, Volatility: 11.0%, Max Drawdown: -25.2%
- 10Y
- Return: -11.8%, Sharpe: -0.07, Volatility: 10.1%, Max Drawdown: -31.0%
Frequently Asked Questions
- What is SEK/USD (SEKUSD)?
- SEK/USD (SEKUSD) 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 SEKUSD compare to other assets?
- You can compare SEKUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SEKUSD through pfolio?
- pfolio helps you build diversified portfolios that may include SEKUSD. You invest through your own broker — pfolio provides the analytics.