USD/NZD (USDNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/NZD (USDNZD): 1Y return 4.9%, Sharpe ratio 0.57, volatility 8.8%, 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: -1.9%, Sharpe: -7.90, Volatility: 6.6%, Max Drawdown: -1.9%
- YTD
- Return: 0.6%, Sharpe: 0.15, Volatility: 9.9%, Max Drawdown: -5.7%
- 1Y
- Return: 4.9%, Sharpe: 0.57, Volatility: 8.8%, Max Drawdown: -8.0%
- 5Y
- Return: 21.3%, Sharpe: 0.41, Volatility: 10.3%, Max Drawdown: -14.5%
- 10Y
- Return: 26.7%, Sharpe: 0.28, Volatility: 9.9%, 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.