USD/GBP (USDGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/GBP (USDGBP): 1Y return 0.5%, Sharpe ratio 0.10, volatility 6.3%, max drawdown -5.8%. A Currency in the Currency asset class. Compare USDGBP with other assets and invest through your own broker with pfolio.
USD/GBP (USDGBP) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: GBP
USDGBP Performance
- MTD
- Return: -0.1%, Sharpe: -0.38, Volatility: 5.2%, Max Drawdown: -0.5%
- YTD
- Return: 1.7%, Sharpe: 0.35, Volatility: 6.6%, Max Drawdown: -3.6%
- 1Y
- Return: 0.5%, Sharpe: 0.10, Volatility: 6.3%, Max Drawdown: -5.8%
- 5Y
- Return: 2.6%, Sharpe: 0.10, Volatility: 8.4%, Max Drawdown: -22.4%
- 10Y
- Return: -7.3%, Sharpe: -0.04, Volatility: 8.5%, Max Drawdown: -22.4%
Frequently Asked Questions
- What is USD/GBP (USDGBP)?
- USD/GBP (USDGBP) 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 USDGBP compare to other assets?
- You can compare USDGBP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDGBP through pfolio?
- pfolio helps you build diversified portfolios that may include USDGBP. You invest through your own broker — pfolio provides the analytics.