SGD/JPY (SGDJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SGD/JPY (SGDJPY): 1Y return 9.5%, Sharpe ratio 1.61, volatility 5.6%, max drawdown -2.3%. A Currency in the Currency asset class. Compare SGDJPY with other assets and invest through your own broker with pfolio.
SGD/JPY (SGDJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: SG (Developed)
- Currency: JPY
SGDJPY Performance
- MTD
- Return: -0.0%, Sharpe: -0.22, Volatility: 4.1%, Max Drawdown: -0.5%
- YTD
- Return: 2.8%, Sharpe: 1.02, Volatility: 5.1%, Max Drawdown: -2.3%
- 1Y
- Return: 9.5%, Sharpe: 1.61, Volatility: 5.6%, Max Drawdown: -2.3%
- 5Y
- Return: 53.4%, Sharpe: 1.09, Volatility: 7.9%, Max Drawdown: -10.0%
- 10Y
- Return: 61.0%, Sharpe: 0.66, Volatility: 7.4%, Max Drawdown: -13.0%
Frequently Asked Questions
- What is SGD/JPY (SGDJPY)?
- SGD/JPY (SGDJPY) 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 SGDJPY compare to other assets?
- You can compare SGDJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SGDJPY through pfolio?
- pfolio helps you build diversified portfolios that may include SGDJPY. You invest through your own broker — pfolio provides the analytics.