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Argentine Peso/US Dollar (ARSUSD=X)
Performance
Return for Risk
Drawdowns
Volatility

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Argentine Peso/US Dollar

Often compared with ARSUSD=X:
ARSUSD=X vs. BTC-USDARSUSD=X vs. LTC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Argentine Peso/US Dollar, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Argentine Peso/US Dollar (ARSUSD=X) has returned 5.02% so far this year and -22.36% over the past 12 months. Over the last ten years, ARSUSD=X has returned -36.47% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Argentine Peso/US Dollar

1D
1.20%
1M
0.48%
YTD
5.02%
6M
-0.06%
1Y
-22.36%
3Y*
-45.17%
5Y*
-41.44%
10Y*
-36.47%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 13, 2007, ARSUSD=X's average daily return is -0.11%, while the average monthly return is -2.33%.

Historically, 19% of months were positive and 81% were negative. The best month was Jul 2024 with a return of +53.4%, while the worst month was Dec 2023 at -55.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 44 months.

On a daily basis, ARSUSD=X closed higher 31% of trading days. The best single day was Jul 1, 2024 with a return of +57.1%, while the worst single day was Dec 13, 2023 at -54.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.29%3.47%1.20%5.02%
2025-1.96%-1.16%-0.85%-8.37%-1.52%-1.31%-12.17%1.99%-2.62%-4.28%-0.22%-0.36%-28.97%
2024-2.18%-1.90%-1.60%-2.40%-2.11%-37.28%53.43%-2.14%-1.81%-2.23%-1.98%-1.92%-21.58%
2023-5.89%-5.66%-6.00%-6.83%-7.58%-7.41%-7.71%-23.84%0.00%16.14%-2.91%-55.41%-76.48%
2022-2.36%-2.30%-3.37%-3.95%-4.23%-4.17%-4.87%-5.68%-6.17%-6.57%-6.53%-5.73%-43.68%
2021-3.83%-2.90%-2.42%-1.62%-1.26%-1.18%-1.09%-1.11%-1.02%-1.03%-1.25%-1.79%-18.71%

Benchmark Metrics

Argentine Peso/US Dollar has an annualized alpha of -24.64%, beta of 0.04, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 16, 2007.

  • This currency participated in 66.78% of S&P 500 Index downside but only -57.31% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R² of 0.00 this currency is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
  • R² of 0.00 means this currency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-24.64%
Beta
0.04
0.00
Upside Capture
-57.31%
Downside Capture
66.78%

Return for Risk

Risk / Return Rank

ARSUSD=X ranks 15 for risk / return — in the bottom 15% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ARSUSD=X Risk / Return Rank: 1515
Overall Rank
ARSUSD=X Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ARSUSD=X Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARSUSD=X Omega Ratio Rank: 1010
Omega Ratio Rank
ARSUSD=X Calmar Ratio Rank: 1414
Calmar Ratio Rank
ARSUSD=X Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Argentine Peso/US Dollar (ARSUSD=X) and compare them to a chosen benchmark (S&P 500 Index).


ARSUSD=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.90

0.90

-1.80

Sortino ratio

Return per unit of downside risk

-1.16

1.39

-2.55

Omega ratio

Gain probability vs. loss probability

0.82

1.21

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.62

1.40

-2.02

Martin ratio

Return relative to average drawdown

-0.81

6.61

-7.42

Explore ARSUSD=X risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 Argentine Peso/US Dollar. 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 Argentine Peso/US Dollar was 99.80%, occurring on Oct 24, 2025. The portfolio has not yet recovered.

The current Argentine Peso/US Dollar drawdown is 99.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.8%Jun 26, 20084550Oct 24, 2025
-3.67%Jun 18, 2007223Apr 23, 200830Jun 4, 2008253
-0.85%Jun 9, 20081Jun 9, 20083Jun 12, 20084
-0.63%May 23, 20075May 29, 200713Jun 15, 200718
-0.35%Apr 25, 20073Apr 27, 200712May 15, 200715

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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