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Performance
CADUSD=X Performance Chart
CAD/USD (CADUSD=X) is down 1.2% since the beginning of the year. CADUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of CADUSD=X shares 5 years ago would now be looking at an investment worth $869.
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Returns By Period
CAD/USD (CADUSD=X) has returned -1.24% so far this year and -1.28% over the past 12 months. Over the last ten years, CADUSD=X has returned -0.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
CAD/USD
- 1D
- -0.40%
- 1M
- -1.99%
- YTD
- -1.24%
- 6M
- 0.39%
- 1Y
- -1.28%
- 3Y*
- -1.15%
- 5Y*
- -2.76%
- 10Y*
- -0.70%
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%
CADUSD=X Monthly Returns History
Based on dividend-adjusted daily data since May 5, 2009, CADUSD=X's average daily return is 0.00%, while the average monthly return is -0.05%.
Historically, 47% of months were positive and 53% were negative. The best month was May 2009 with a return of +7.9%, while the worst month was Jan 2015 at -8.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CADUSD=X closed higher 49% of trading days. The best single day was May 2, 2011 with a return of +11.2%, while the worst single day was May 1, 2011 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.78% | -0.19% | -1.85% | 2.33% | -1.66% | -0.59% | -1.24% | ||||||
| 2025 | -0.99% | 0.41% | 0.57% | 4.29% | 0.37% | 0.99% | -1.73% | 0.86% | -1.37% | -0.64% | 0.33% | 1.74% | 4.79% |
| 2024 | -1.40% | -1.03% | 0.45% | -1.86% | 1.06% | -0.29% | -0.98% | 2.28% | -0.22% | -2.93% | -0.54% | -2.61% | -7.90% |
| 2023 | 1.82% | -2.49% | 0.96% | -0.26% | -0.15% | 2.44% | 0.46% | -2.39% | -0.50% | -2.12% | 2.29% | 2.37% | 2.28% |
| 2022 | -0.51% | 0.27% | 1.33% | -2.74% | 1.66% | -1.74% | 0.49% | -2.45% | -5.06% | 1.55% | 1.51% | -0.97% | -6.69% |
| 2021 | -0.32% | 0.26% | 1.47% | 2.17% | 1.91% | -2.72% | -0.56% | -1.12% | -0.56% | 2.40% | -3.10% | 1.09% | 0.74% |
Benchmark Metrics
CAD/USD has an annualized alpha of 5.45%, beta of 0.20, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since May 06, 2009.
- This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (25.28%) than losses (2.24%) - typical of diversified or defensive assets.
- Beta of 0.20 may look defensive, but with R2 of 0.10 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 0.10 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
- 5.45%
- Beta
- 0.20
- R²
- 0.10
- Upside Capture
- 25.28%
- Downside Capture
- 2.24%
Return for Risk
Risk / Return Rank
CADUSD=X ranks 33 for risk / return — below 33% 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 CAD/USD (CADUSD=X) and compare them to S&P 500 Index.
| CADUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 2.24 | -2.50 |
Sortino ratioReturn per unit of downside risk | -0.35 | 3.07 | -3.42 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.41 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.93 | -3.19 |
Martin ratioReturn relative to average drawdown | -0.52 | 13.52 | -14.04 |
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 CAD/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 CAD/USD was 35.27%, occurring on Jan 19, 2016. The portfolio has not yet recovered.
The current CAD/USD drawdown is 32.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 bear market2016 | -35.27%Jan 2016 | 4y 5mo | — | 14y 10moJul 2011 - now |
2011 correction2011 | -10.61%May 2011 | 0s | 2mo 21d | 2mo 21dMay 2011 - Jul 2011 |
2011 correction2011 | -10.36%Jul 2011 | 2d | 2d | 4dJul 2011 - Jul 2011 |
2011 pullback2011 | -9.14%Apr 2011 | 3d | 2d | 5dApr 2011 - Apr 2011 |
2011 pullback2011 | -8.62%Apr 2011 | 0s | 10d | 10dApr 2011 - Apr 2011 |
Drawdown Indicators
| CADUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -56.78% | +21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -9.10% | +5.23% |
Max Drawdown (3Y)Largest decline over 3 years | -9.73% | -18.90% | +9.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -25.43% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -17.16% | -33.92% | +16.76% |
Current DrawdownCurrent decline from peak | -32.11% | -0.74% | -31.37% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -10.72% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.97% | -0.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with CADUSD=X
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