USD/NOK (USDNOK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/NOK (USDNOK): 1Y return -5.1%, Sharpe ratio -0.59, volatility 8.0%, max drawdown -10.5%. A Currency in the Currency asset class. Compare USDNOK with other assets and invest through your own broker with pfolio.
USD/NOK (USDNOK) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: NOK
USDNOK Performance
- MTD
- Return: -0.4%, Sharpe: -3.76, Volatility: 3.8%, Max Drawdown: -0.8%
- YTD
- Return: -4.9%, Sharpe: -0.70, Volatility: 8.4%, Max Drawdown: -9.3%
- 1Y
- Return: -5.1%, Sharpe: -0.59, Volatility: 8.0%, Max Drawdown: -10.5%
- 5Y
- Return: 11.4%, Sharpe: 0.22, Volatility: 13.2%, Max Drawdown: -20.0%
- 10Y
- Return: 16.9%, Sharpe: 0.17, Volatility: 22.0%, Max Drawdown: -32.0%
Frequently Asked Questions
- What is USD/NOK (USDNOK)?
- USD/NOK (USDNOK) 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 USDNOK compare to other assets?
- You can compare USDNOK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDNOK through pfolio?
- pfolio helps you build diversified portfolios that may include USDNOK. You invest through your own broker — pfolio provides the analytics.