USD/JPY (USDJPY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/JPY (USDJPY): 1Y return 3.4%, Sharpe ratio 0.47, volatility 7.6%, max drawdown -6.4%. A Currency in the Currency asset class. Compare USDJPY with other assets and invest through your own broker with pfolio.
USD/JPY (USDJPY) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: JPY
USDJPY Performance
- MTD
- Return: 0.5%, Sharpe: 7.05, Volatility: 2.3%, Max Drawdown: -0.1%
- YTD
- Return: 1.1%, Sharpe: 0.22, Volatility: 7.8%, Max Drawdown: -6.4%
- 1Y
- Return: 3.4%, Sharpe: 0.47, Volatility: 7.6%, Max Drawdown: -6.4%
- 5Y
- Return: 39.5%, Sharpe: 0.71, Volatility: 9.8%, Max Drawdown: -14.6%
- 10Y
- Return: 53.1%, Sharpe: 0.52, Volatility: 8.7%, Max Drawdown: -14.6%
Frequently Asked Questions
- What is USD/JPY (USDJPY)?
- USD/JPY (USDJPY) 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 USDJPY compare to other assets?
- You can compare USDJPY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDJPY through pfolio?
- pfolio helps you build diversified portfolios that may include USDJPY. You invest through your own broker — pfolio provides the analytics.