PHLX Canadian Dollar Index (^CXY)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
PHLX Canadian Dollar Index (^CXY) returned 4.71% year-to-date (YTD) and -0.47% over the past 12 months. Over the past 10 years, ^CXY returned -1.02% annually, underperforming the S&P 500 benchmark at 10.85%.
^CXY
4.71%
0.36%
1.83%
-0.47%
-2.72%
0.04%
-1.02%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of ^CXY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.94% | 0.42% | 0.55% | 4.30% | 0.36% | 4.71% | |||||||
| 2024 | -1.44% | -1.02% | 0.20% | -1.56% | 0.80% | -0.16% | -0.92% | 2.44% | -0.36% | -2.95% | -0.43% | -2.74% | -7.96% |
| 2023 | 1.82% | -2.46% | 0.90% | -0.54% | 0.18% | 2.46% | 0.45% | -2.39% | -0.61% | -2.04% | 2.30% | 2.40% | 2.30% |
| 2022 | -0.59% | 0.29% | 1.31% | -2.60% | 1.52% | -1.73% | 0.63% | -2.58% | -5.06% | 1.51% | 1.51% | -0.93% | -6.76% |
| 2021 | -0.33% | 0.32% | 1.40% | 2.21% | 1.79% | -2.62% | -0.63% | -1.06% | -0.54% | 2.35% | -3.05% | 1.15% | 0.82% |
| 2020 | -1.65% | -1.28% | -4.68% | 0.90% | 1.23% | 1.43% | 1.24% | 2.82% | -2.06% | 0.01% | 2.38% | 2.12% | 2.20% |
| 2019 | 3.86% | -0.32% | -1.26% | -0.40% | -0.96% | 3.18% | -0.62% | -1.28% | 0.88% | 0.61% | -0.91% | 2.05% | 4.76% |
| 2018 | 2.11% | -4.03% | -0.42% | 0.35% | -0.91% | -1.39% | 0.99% | -0.26% | 1.03% | -1.87% | -0.99% | -2.54% | -7.80% |
| 2017 | 3.12% | -1.99% | -0.16% | -2.40% | 1.16% | 4.09% | 3.85% | -0.01% | 0.12% | -3.27% | -0.06% | 2.58% | 6.91% |
| 2016 | -0.50% | 3.19% | 4.16% | 3.56% | -4.15% | 1.26% | -0.83% | -0.48% | -0.18% | -2.10% | -0.19% | -0.05% | 3.41% |
| 2015 | -8.74% | 1.71% | -1.28% | 5.07% | -3.11% | -0.25% | -4.62% | -0.38% | -1.39% | 1.95% | -2.14% | -3.90% | -16.42% |
| 2014 | -4.55% | 0.56% | 0.12% | 0.84% | 1.04% | 1.64% | -2.13% | 0.22% | -2.84% | -0.60% | -1.31% | -1.75% | -8.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^CXY is 21, meaning it’s performing worse than 79% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PHLX Canadian Dollar Index (^CXY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PHLX Canadian Dollar Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PHLX Canadian Dollar Index was 36.82%, occurring on Jan 19, 2016. The portfolio has not yet recovered.
The current PHLX Canadian Dollar Index drawdown is 32.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.82% | Nov 7, 2007 | 2070 | Jan 19, 2016 | — | — | — |
| -2.76% | Aug 9, 2007 | 5 | Aug 15, 2007 | 18 | Sep 11, 2007 | 23 |
| -1.3% | Oct 22, 2007 | 1 | Oct 22, 2007 | 1 | Oct 23, 2007 | 2 |
| -0.88% | Nov 1, 2007 | 1 | Nov 1, 2007 | 1 | Nov 2, 2007 | 2 |
| -0.74% | Oct 2, 2007 | 2 | Oct 3, 2007 | 2 | Oct 5, 2007 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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