USD/CHF (USDCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/CHF (USDCHF): 1Y return 2.9%, Sharpe ratio 0.43, volatility 7.1%, max drawdown -5.8%. A Currency in the Currency asset class. Compare USDCHF with other assets and invest through your own broker with pfolio.
USD/CHF (USDCHF) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: CHF
USDCHF Performance
- MTD
- Return: -0.5%, Sharpe: -3.24, Volatility: 5.0%, Max Drawdown: -0.9%
- YTD
- Return: 4.8%, Sharpe: 0.83, Volatility: 7.4%, Max Drawdown: -5.0%
- 1Y
- Return: 2.9%, Sharpe: 0.43, Volatility: 7.1%, Max Drawdown: -5.8%
- 5Y
- Return: -10.5%, Sharpe: -0.23, Volatility: 8.0%, Max Drawdown: -24.7%
- 10Y
- Return: -16.0%, Sharpe: -0.19, Volatility: 7.3%, Max Drawdown: -25.9%
Frequently Asked Questions
- What is USD/CHF (USDCHF)?
- USD/CHF (USDCHF) 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 USDCHF compare to other assets?
- You can compare USDCHF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDCHF through pfolio?
- pfolio helps you build diversified portfolios that may include USDCHF. You invest through your own broker — pfolio provides the analytics.