USD/AUD (USDAUD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/AUD (USDAUD): 1Y return -6.1%, Sharpe ratio -0.69, volatility 8.3%, max drawdown -11.1%. A Currency in the Currency asset class. Compare USDAUD with other assets and invest through your own broker with pfolio.
USD/AUD (USDAUD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: AUD
USDAUD Performance
- MTD
- Return: 0.1%, Sharpe: 0.33, Volatility: 5.6%, Max Drawdown: -0.8%
- YTD
- Return: -4.1%, Sharpe: -0.54, Volatility: 8.8%, Max Drawdown: -7.9%
- 1Y
- Return: -6.1%, Sharpe: -0.69, Volatility: 8.3%, Max Drawdown: -11.1%
- 5Y
- Return: 5.2%, Sharpe: 0.15, Volatility: 10.3%, Max Drawdown: -17.9%
- 10Y
- Return: 8.3%, Sharpe: 0.13, Volatility: 9.7%, Max Drawdown: -28.0%
Frequently Asked Questions
- What is USD/AUD (USDAUD)?
- USD/AUD (USDAUD) 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 USDAUD compare to other assets?
- You can compare USDAUD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDAUD through pfolio?
- pfolio helps you build diversified portfolios that may include USDAUD. You invest through your own broker — pfolio provides the analytics.