SGD/USD (SGDUSD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SGD/USD (SGDUSD): 1Y return 1.5%, Sharpe ratio 0.39, volatility 3.8%, max drawdown -2.8%. A Currency in the Currency asset class. Compare SGDUSD with other assets and invest through your own broker with pfolio.
SGD/USD (SGDUSD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Asia
- Country: SG (Developed)
- Currency: USD
SGDUSD Performance
- MTD
- Return: -0.2%, Sharpe: -3.80, Volatility: 1.7%, Max Drawdown: -0.2%
- YTD
- Return: 0.3%, Sharpe: 0.10, Volatility: 4.0%, Max Drawdown: -2.8%
- 1Y
- Return: 1.5%, Sharpe: 0.39, Volatility: 3.8%, Max Drawdown: -2.8%
- 5Y
- Return: 5.9%, Sharpe: 0.26, Volatility: 4.6%, Max Drawdown: -6.7%
- 10Y
- Return: 7.6%, Sharpe: 0.18, Volatility: 4.4%, Max Drawdown: -10.3%
Frequently Asked Questions
- What is SGD/USD (SGDUSD)?
- SGD/USD (SGDUSD) 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 SGDUSD compare to other assets?
- You can compare SGDUSD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SGDUSD through pfolio?
- pfolio helps you build diversified portfolios that may include SGDUSD. You invest through your own broker — pfolio provides the analytics.