USD/CAD (USDCAD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/CAD (USDCAD): 1Y return 1.7%, Sharpe ratio 0.41, volatility 4.3%, max drawdown -4.4%. A Currency in the Currency asset class. Compare USDCAD with other assets and invest through your own broker with pfolio.
USD/CAD (USDCAD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: CAD
USDCAD Performance
- MTD
- Return: 0.5%, Sharpe: 3.58, Volatility: 4.2%, Max Drawdown: -0.4%
- YTD
- Return: 4.1%, Sharpe: 1.17, Volatility: 4.4%, Max Drawdown: -3.2%
- 1Y
- Return: 1.7%, Sharpe: 0.41, Volatility: 4.3%, Max Drawdown: -4.4%
- 5Y
- Return: 14.3%, Sharpe: 0.46, Volatility: 5.9%, Max Drawdown: -8.3%
- 10Y
- Return: 7.8%, Sharpe: 0.15, Volatility: 6.4%, Max Drawdown: -17.0%
Frequently Asked Questions
- What is USD/CAD (USDCAD)?
- USD/CAD (USDCAD) 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 USDCAD compare to other assets?
- You can compare USDCAD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDCAD through pfolio?
- pfolio helps you build diversified portfolios that may include USDCAD. You invest through your own broker — pfolio provides the analytics.