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Performance
AUDUSD=X Performance Chart
AUD/USD (AUDUSD=X) is up 6.8% since the beginning of the year. AUDUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of AUDUSD=X shares 5 years ago would now be looking at an investment worth $921.
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Returns By Period
AUD/USD (AUDUSD=X) has returned 6.81% so far this year and 10.31% over the past 12 months. Over the last ten years, AUDUSD=X has returned -0.32% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
AUD/USD
- 1D
- -0.52%
- 1M
- -0.54%
- YTD
- 6.81%
- 6M
- 7.99%
- 1Y
- 10.31%
- 3Y*
- 2.57%
- 5Y*
- -1.63%
- 10Y*
- -0.32%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
AUDUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 28, 2007, AUDUSD=X's average daily return is 0.00%, while the average monthly return is -0.01%.
Historically, 52% of months were positive and 48% were negative. The best month was May 2009 with a return of +10.4%, while the worst month was Oct 2008 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AUDUSD=X closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +8.0%, while the worst single day was Oct 24, 2008 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 2.13% | -2.95% | 4.36% | -0.28% | -0.74% | 6.81% | ||||||
| 2025 | 0.30% | -0.07% | 0.70% | 2.47% | 0.50% | 2.28% | -2.34% | 1.87% | 1.03% | -1.05% | 0.13% | 1.86% | 7.81% |
| 2024 | -3.57% | -1.06% | 0.27% | -0.64% | 2.77% | 0.24% | -1.89% | 3.37% | 2.22% | -4.80% | -1.10% | -4.91% | -9.12% |
| 2023 | 3.52% | -4.62% | -0.67% | -1.05% | -1.69% | 2.36% | 0.93% | -3.46% | -0.84% | -1.45% | 4.22% | 3.12% | -0.06% |
| 2022 | -2.81% | 2.76% | 3.05% | -5.65% | 1.60% | -3.79% | 1.25% | -2.11% | -6.46% | -0.02% | 6.09% | 0.41% | -6.27% |
| 2021 | -0.81% | 0.88% | -1.45% | 1.53% | 0.26% | -2.99% | -2.07% | -0.39% | -1.19% | 4.03% | -5.22% | 2.03% | -5.58% |
Benchmark Metrics
AUD/USD has an annualized alpha of -3.87%, beta of 0.35, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since June 29, 2007.
- This currency participated in 59.77% of S&P 500 Index downside but only 27.72% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.35 may look defensive, but with R2 of 0.30 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 0.30 means the benchmark explains less than half of this currency's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.87%
- Beta
- 0.35
- R²
- 0.30
- Upside Capture
- 27.72%
- Downside Capture
- 59.77%
Return for Risk
Risk / Return Rank
AUDUSD=X ranks 84 for risk / return — in the top 84% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and compare them to S&P 500 Index.
| AUDUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.24 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.07 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.93 | -0.97 |
Martin ratioReturn relative to average drawdown | 5.26 | 13.52 | -8.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 AUD/USD. 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 AUD/USD was 47.87%, occurring on Mar 19, 2020. The portfolio has not yet recovered.
The current AUD/USD drawdown is 35.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -47.87%Mar 2020 | 8y 7mo | — | 14y 10moJul 2011 - now |
Financial crisis2007–2009 | -38.61%Oct 2008 | 3mo 13d | 1y 11mo | 2y 2moJul 2008 - Oct 2010 |
2007 correction2007 | -10.46%Aug 2007 | 21d | 1mo 13d | 2mo 4dJul 2007 - Sep 2007 |
Financial crisis2007–2009 | -8.23%Dec 2007 | 1mo 16d | 2mo 12d | 3mo 28dNov 2007 - Feb 2008 |
2010 pullback2010 | -5.55%Nov 2010 | 22d | 29d | 1mo 21dNov 2010 - Dec 2010 |
Drawdown Indicators
| AUDUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.87% | -56.78% | +8.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.20% | -9.10% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -18.90% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.18% | -25.43% | +2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | -33.92% | +4.74% |
Current DrawdownCurrent decline from peak | -35.30% | -0.74% | -34.56% |
Average DrawdownAverage peak-to-trough decline | -25.81% | -10.72% | -15.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.97% | -0.36% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with AUDUSD=X
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