SGD/JPY (SGDJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SGD/JPY (SGDJPY): 1Y return 4.9%, Sharpe ratio 0.84, volatility 5.7%, max drawdown -4.6%. 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: 0.3%, Sharpe: 3.16, Volatility: 3.1%, Max Drawdown: -0.4%
- YTD
- Return: 1.5%, Sharpe: 0.34, Volatility: 5.8%, Max Drawdown: -4.6%
- 1Y
- Return: 4.9%, Sharpe: 0.84, Volatility: 5.7%, Max Drawdown: -4.6%
- 5Y
- Return: 47.7%, Sharpe: 0.99, Volatility: 8.0%, Max Drawdown: -10.0%
- 10Y
- Return: 64.7%, Sharpe: 0.69, 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.