USD/CHF (USDCHF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/CHF (USDCHF): 1Y return -4.3%, Sharpe ratio -0.49, volatility 8.0%, max drawdown -9.7%. 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: -2.4%, Sharpe: -6.04, Volatility: 9.0%, Max Drawdown: -2.5%
- YTD
- Return: -1.4%, Sharpe: -0.48, Volatility: 8.9%, Max Drawdown: -5.0%
- 1Y
- Return: -4.3%, Sharpe: -0.49, Volatility: 8.0%, Max Drawdown: -9.7%
- 5Y
- Return: -15.4%, Sharpe: -0.36, Volatility: 8.0%, Max Drawdown: -24.7%
- 10Y
- Return: -19.2%, Sharpe: -0.24, 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.