USD Index (USD Index) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD Index (USD Index): 1Y return -1.4%, Sharpe ratio -0.19, volatility 6.4%, max drawdown -4.5%. A Index in the Currency asset class. Compare USD Index with other assets and invest through your own broker with pfolio.
USD Index (USD Index) Overview
- Type: Index
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: USD
USD Index Performance
- MTD
- Return: -0.2%, Sharpe: -0.33, Volatility: 5.6%, Max Drawdown: -1.2%
- YTD
- Return: -0.1%, Sharpe: -0.02, Volatility: 6.9%, Max Drawdown: -3.7%
- 1Y
- Return: -1.4%, Sharpe: -0.19, Volatility: 6.4%, Max Drawdown: -4.5%
- 5Y
- Return: 8.5%, Sharpe: 0.26, Volatility: 7.1%, Max Drawdown: -15.9%
- 10Y
- Return: 0.9%, Sharpe: 0.05, Volatility: 6.6%, Max Drawdown: -15.9%
Frequently Asked Questions
- What is USD Index (USD Index)?
- USD Index (USD Index) is a Index 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 USD Index compare to other assets?
- You can compare USD Index with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USD Index through pfolio?
- pfolio helps you build diversified portfolios that may include USD Index. You invest through your own broker — pfolio provides the analytics.