USD/NZD (USDNZD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/NZD (USDNZD): 1Y return -1.5%, Sharpe ratio -0.12, 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: -1.2%, Sharpe: -2.42, Volatility: 6.7%, Max Drawdown: -2.1%
- YTD
- Return: -2.6%, Sharpe: -0.37, Volatility: 9.5%, Max Drawdown: -5.7%
- 1Y
- Return: -1.5%, Sharpe: -0.12, Volatility: 8.8%, Max Drawdown: -8.0%
- 5Y
- Return: 16.8%, Sharpe: 0.34, Volatility: 10.3%, Max Drawdown: -14.5%
- 10Y
- Return: 22.8%, Sharpe: 0.25, 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.