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Performance
CAD=X Performance Chart
USD/CAD (CAD=X) is up 1.3% since the beginning of the year. CAD=X is currently trading at CA$1 per share. Investors who bought CA$1,000 worth of CAD=X shares 5 years ago would now be looking at an investment worth CA$1,151.
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Returns By Period
USD/CAD (CAD=X) has returned 1.27% so far this year and 1.29% over the past 12 months. Over the last ten years, CAD=X has returned 0.70% per year, falling short of the S&P 500 Index benchmark, which averaged 14.48% annually.
USD/CAD
- 1D
- 0.41%
- 1M
- 2.00%
- YTD
- 1.27%
- 6M
- -0.39%
- 1Y
- 1.29%
- 3Y*
- 1.15%
- 5Y*
- 2.86%
- 10Y*
- 0.70%
Benchmark (S&P 500 Index)
- 1D
- -0.33%
- 1M
- 7.00%
- YTD
- 11.75%
- 6M
- 9.85%
- 1Y
- 28.15%
- 3Y*
- 22.23%
- 5Y*
- 15.51%
- 10Y*
- 14.48%
CAD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2009, CAD=X's average daily return is 0.00%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.
Historically, 53% of months were positive and 47% were negative. The best month was Jan 2015 with a return of +9.5%, while the worst month was Jul 2009 at -7.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CAD=X closed higher 52% of trading days. The best single day was Jan 4, 2021 with a return of +3.4%, while the worst single day was Jan 1, 2021 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.77% | 0.16% | 2.03% | -2.40% | 1.70% | 0.61% | 1.27% | ||||||
| 2025 | 0.98% | -0.44% | -0.50% | -4.09% | -0.45% | -0.97% | 1.84% | -0.84% | 1.33% | 0.59% | -0.23% | -1.78% | -4.59% |
| 2024 | 1.47% | 1.07% | -0.41% | 1.89% | -1.10% | 0.34% | 0.99% | -2.35% | 0.30% | 3.02% | 0.47% | 2.73% | 8.62% |
| 2023 | -1.76% | 2.58% | -0.96% | 0.32% | 0.09% | -2.43% | -0.39% | 2.41% | 0.52% | 2.18% | -2.25% | -2.37% | -2.23% |
| 2022 | 0.51% | -0.27% | -1.33% | 2.83% | -1.63% | 1.78% | -0.44% | 2.42% | 5.34% | -1.47% | -1.48% | 0.89% | 7.13% |
| 2021 | 0.14% | -0.27% | -1.40% | -2.26% | -1.79% | 2.79% | 0.60% | 1.17% | 0.48% | -2.34% | 3.22% | -1.07% | -0.90% |
Benchmark Metrics
USD/CAD has an annualized alpha of 1.91%, beta of -0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 23, 2009.
- This currency tended to rise when S&P 500 Index fell (downside capture of -14.51%), but participation in market rallies was also limited (-0.58%) - a profile typical of counter-cyclical assets.
- Beta of -0.03 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
- 1.91%
- Beta
- -0.03
- R²
- 0.00
- Upside Capture
- -0.58%
- Downside Capture
- -14.51%
Return for Risk
Risk / Return Rank
CAD=X ranks 56 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/CAD (CAD=X) and compare them to S&P 500 Index.
| CAD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.46 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 3.19 | -2.96 |
| Martin ratioReturn relative to average drawdown | 0.51 | 12.04 | -11.53 |
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/CAD. 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/CAD was 19.16%, occurring on Jul 21, 2011. Recovery took 992 trading sessions.
The current USD/CAD drawdown is 5.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 correction2011 | -19.16%Jul 2011 | 2y 12d | 3y 4mo | 5y 5moJul 2009 - Dec 2014 |
2021 correction2021 | -17.45%Jun 2021 | 5y 4mo | 3y 8mo | 9y 16dJan 2016 - Feb 2025 |
2026 pullback2026 | -8.31%Jan 2026 | 12mo | — | 1y 4moFeb 2025 - now |
2015 pullback2015 | -6.50%May 2015 | 1mo 26d | 2mo 3d | 3mo 29dMar 2015 - Jul 2015 |
2015 pullback2015 | -4.16%Oct 2015 | 15d | 1mo 23d | 2mo 8dSep 2015 - Dec 2015 |
Drawdown Indicators
| CAD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | -27.59% | +8.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | -8.86% | +4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -8.31% | -19.23% | +10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -8.31% | -22.60% | +14.29% |
Max Drawdown (10Y)Largest decline over 10 years | -17.11% | -27.59% | +10.48% |
Current DrawdownCurrent decline from peak | -5.55% | -0.33% | -5.22% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -3.51% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.34% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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