MavaIQ Currencies - Exchange Rate Percentage Return Sharpe Ratios
Description: Returns Sharpe Ratios of exchange rates' 1-day percentage returns for a given currency pair and/or date range.
Output Fields:
  • From Currency Code
  • From Currency Name
  • To Currency Code
  • To Currency Name
  • Value Date
  • Currency Pair Code
  • 5-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 10-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 20-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 30-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 40-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 50-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 90-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 100-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 200-Day Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • 52-Week Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • Week-to-Date (WTD) Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • Month-to-Date (MTD) Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • Quarter-to-Date (QTD) Sharpe Ratio of Exchange Rate 1-Day Percentage Return
  • Year-to-Date (YTD) Sharpe Ratio of Exchange Rate 1-Day Percentage Return
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