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Performance
BRL=X Performance Chart
USD/BRL (BRL=X) is down 5.7% since the beginning of the year. BRL=X is currently trading at R$5 per share. Investors who bought R$1,000 worth of BRL=X shares 5 years ago would now be looking at an investment worth R$1,007.
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Returns By Period
USD/BRL (BRL=X) has returned -5.65% so far this year and -7.22% over the past 12 months. Over the last ten years, BRL=X has returned 3.94% per year, falling short of the S&P 500 Index benchmark, which averaged 17.93% annually.
USD/BRL
- 1D
- -0.30%
- 1M
- 5.72%
- YTD
- -5.65%
- 6M
- -5.58%
- 1Y
- -7.22%
- 3Y*
- 2.04%
- 5Y*
- 0.13%
- 10Y*
- 3.94%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- 3.96%
- YTD
- 0.46%
- 6M
- -0.06%
- 1Y
- 11.98%
- 3Y*
- 21.59%
- 5Y*
- 11.55%
- 10Y*
- 17.93%
BRL=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 11, 2007, BRL=X's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 54% of months were positive and 46% were negative. The best month was Sep 2011 with a return of +18.2%, while the worst month was Jun 2016 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BRL=X closed higher 49% of trading days. The best single day was May 18, 2017 with a return of +7.7%, while the worst single day was Oct 13, 2008 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.01% | -2.42% | 0.94% | -4.43% | 1.77% | 2.61% | -5.65% | ||||||
| 2025 | -5.40% | 1.49% | -3.53% | -0.60% | 0.42% | -5.23% | 3.13% | -3.01% | -2.12% | 1.09% | -0.74% | 2.65% | -11.64% |
| 2024 | 1.71% | 0.78% | 0.79% | 3.54% | 1.18% | 6.55% | 1.13% | -0.35% | -3.30% | 6.11% | 3.82% | 2.96% | 27.47% |
| 2023 | -3.99% | 2.96% | -3.03% | -1.54% | 1.67% | -5.59% | -1.26% | 4.73% | 1.51% | 0.66% | -2.53% | -1.35% | -7.97% |
| 2022 | -4.15% | -2.48% | -7.89% | 4.03% | -3.95% | 10.05% | -1.05% | 0.43% | 3.05% | -3.79% | 0.31% | 1.41% | -5.12% |
| 2021 | 5.55% | 2.30% | 0.55% | -3.43% | -3.78% | -4.72% | 4.77% | -0.68% | 5.39% | 3.71% | -0.07% | -1.79% | 7.29% |
Benchmark Metrics
USD/BRL has an annualized alpha of 0.83%, beta of 0.34, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since July 11, 2007.
- This currency participated in 48.12% of S&P 500 Index downside but only 33.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.34 may look defensive, but with R2 of 0.17 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 0.17 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
- 0.83%
- Beta
- 0.34
- R²
- 0.17
- Upside Capture
- 33.67%
- Downside Capture
- 48.12%
Return for Risk
Risk / Return Rank
BRL=X ranks 24 for risk / return — below 24% of currencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/BRL (BRL=X) and compare them to S&P 500 Index.
| BRL=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.90 | -1.32 |
| Martin ratioReturn relative to average drawdown | -0.89 | 2.47 | -3.36 |
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 USD/BRL. 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 USD/BRL was 38.74%, occurring on Jul 26, 2011. Recovery took 832 trading sessions.
The current USD/BRL drawdown is 17.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -38.74%Jul 2011 | 2y 7mo | 3y 2mo | 5y 9moDec 2008 - Oct 2014 |
2017 bear market2017 | -27.06%Feb 2017 | 1y 4mo | 2y 9mo | 4y 2moSep 2015 - Nov 2019 |
Financial crisis2007–2009 | -25.51%Aug 2008 | 11mo 23d | 2mo 3d | 1y 1moAug 2007 - Oct 2008 |
2026 bear market2026 | -22.25%May 2026 | 1y 4mo | — | 1y 5moDec 2024 - now |
Bear market2022 | -21.32%Apr 2022 | 1y 10mo | 2y 7mo | 4y 6moMay 2020 - Nov 2024 |
Drawdown Indicators
| BRL=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -45.35% | +6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -13.39% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -22.25% | -20.64% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.25% | -32.04% | +9.79% |
Max Drawdown (10Y)Largest decline over 10 years | -22.25% | -32.04% | +9.79% |
Current DrawdownCurrent decline from peak | -17.80% | -2.08% | -15.72% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -12.60% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.26% | 4.86% | +1.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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