USD/EUR (USDEUR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/EUR (USDEUR): 1Y return 3.2%, Sharpe ratio 0.59, volatility 5.4%, max drawdown -4.4%. A Currency in the Currency asset class. Compare USDEUR with other assets and invest through your own broker with pfolio.
USD/EUR (USDEUR) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: EUR
USDEUR Performance
- MTD
- Return: 1.2%, Sharpe: 7.32, Volatility: 5.2%, Max Drawdown: -0.3%
- YTD
- Return: 4.8%, Sharpe: 1.04, Volatility: 5.8%, Max Drawdown: -3.4%
- 1Y
- Return: 3.2%, Sharpe: 0.59, Volatility: 5.4%, Max Drawdown: -4.4%
- 5Y
- Return: 3.1%, Sharpe: 0.12, Volatility: 7.5%, Max Drawdown: -20.1%
- 10Y
- Return: -1.3%, Sharpe: 0.02, Volatility: 7.1%, Max Drawdown: -20.1%
Frequently Asked Questions
- What is USD/EUR (USDEUR)?
- USD/EUR (USDEUR) 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 USDEUR compare to other assets?
- You can compare USDEUR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDEUR through pfolio?
- pfolio helps you build diversified portfolios that may include USDEUR. You invest through your own broker — pfolio provides the analytics.