USD/SGD (USDSGD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
USD/SGD (USDSGD): 1Y return -1.4%, Sharpe ratio -0.36, volatility 3.7%, max drawdown -3.6%. A Currency in the Currency asset class. Compare USDSGD with other assets and invest through your own broker with pfolio.
USD/SGD (USDSGD) Overview
- Type: Currency
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: SGD
USDSGD Performance
- MTD
- Return: 0.2%, Sharpe: 3.81, Volatility: 1.7%, Max Drawdown: -0.2%
- YTD
- Return: -0.3%, Sharpe: -0.06, Volatility: 4.0%, Max Drawdown: -2.6%
- 1Y
- Return: -1.4%, Sharpe: -0.36, Volatility: 3.7%, Max Drawdown: -3.6%
- 5Y
- Return: -5.5%, Sharpe: -0.22, Volatility: 4.6%, Max Drawdown: -12.4%
- 10Y
- Return: -7.0%, Sharpe: -0.14, Volatility: 4.4%, Max Drawdown: -13.4%
Frequently Asked Questions
- What is USD/SGD (USDSGD)?
- USD/SGD (USDSGD) 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 USDSGD compare to other assets?
- You can compare USDSGD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USDSGD through pfolio?
- pfolio helps you build diversified portfolios that may include USDSGD. You invest through your own broker — pfolio provides the analytics.