USD/GBP (USDGBP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/GBP (USDGBP): 1Y return 1.4%, Sharpe ratio 0.24, volatility 6.7%, 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: -1.0%, Sharpe: -6.01, Volatility: 4.6%, Max Drawdown: -1.2%
- YTD
- Return: 0.6%, Sharpe: 0.19, Volatility: 7.2%, Max Drawdown: -3.2%
- 1Y
- Return: 1.4%, Sharpe: 0.24, Volatility: 6.7%, Max Drawdown: -5.8%
- 5Y
- Return: 3.7%, Sharpe: 0.13, Volatility: 8.4%, Max Drawdown: -22.4%
- 10Y
- Return: -0.8%, Sharpe: 0.03, Volatility: 8.7%, 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.