USD/NZD (USDNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/NZD (USDNZD): 1Y return 2.5%, Sharpe ratio 0.31, volatility 8.6%, max drawdown -8.0%. A Currency in the Currency asset class. Compare USDNZD with other assets and invest through your own broker with pfolio.
USD/NZD (USDNZD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: NZD
USDNZD Performance
- MTD
- Return: 0.5%, Sharpe: 2.49, Volatility: 5.8%, Max Drawdown: -0.5%
- YTD
- Return: 3.1%, Sharpe: 0.47, Volatility: 9.1%, Max Drawdown: -5.7%
- 1Y
- Return: 2.5%, Sharpe: 0.31, Volatility: 8.6%, Max Drawdown: -8.0%
- 5Y
- Return: 23.6%, Sharpe: 0.45, Volatility: 10.2%, Max Drawdown: -14.5%
- 10Y
- Return: 26.1%, Sharpe: 0.28, Volatility: 9.8%, Max Drawdown: -24.4%
Frequently Asked Questions
- What is USD/NZD (USDNZD)?
- USD/NZD (USDNZD) 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 USDNZD compare to other assets?
- You can compare USDNZD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDNZD through pfolio?
- pfolio helps you build diversified portfolios that may include USDNZD. You invest through your own broker — pfolio provides the analytics.