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Performance
CHF=X Performance Chart
USD/CHF (CHF=X) is up 2.0% since the beginning of the year. CHF=X is currently trading at CHF 1 per share. Investors who bought CHF 1,000 worth of CHF=X shares 5 years ago would now be looking at an investment worth CHF 881.
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Returns By Period
USD/CHF (CHF=X) has returned 1.97% so far this year and -1.09% over the past 12 months. Over the last ten years, CHF=X has returned -1.81% per year, falling short of the S&P 500 Index benchmark, which averaged 11.82% annually.
USD/CHF
- 1D
- 0.06%
- 1M
- 3.09%
- YTD
- 1.97%
- 6M
- 2.19%
- 1Y
- -1.09%
- 3Y*
- -3.38%
- 5Y*
- -2.50%
- 10Y*
- -1.81%
Benchmark (S&P 500 Index)
- 1D
- 0.24%
- 1M
- 3.08%
- YTD
- 11.32%
- 6M
- 11.02%
- 1Y
- 23.92%
- 3Y*
- 15.73%
- 5Y*
- 9.19%
- 10Y*
- 11.82%
CHF=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2007, CHF=X's average daily return is -0.01%, while the average monthly return is -0.13%.
Historically, 46% of months were positive and 54% were negative. The best month was Sep 2011 with a return of +12.5%, while the worst month was Dec 2008 at -11.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CHF=X closed higher 51% of trading days. The best single day was Sep 6, 2011 with a return of +9.5%, while the worst single day was Jan 15, 2015 at -17.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.60% | -0.56% | 4.00% | -2.21% | 0.24% | 3.27% | 1.97% | ||||||
| 2025 | 0.35% | -0.97% | -2.00% | -6.58% | -0.48% | -3.52% | 2.43% | -1.56% | -0.57% | 1.13% | -0.09% | -1.27% | -12.62% |
| 2024 | 2.37% | 2.68% | 1.93% | 1.99% | -1.89% | -0.27% | -2.41% | -3.23% | -0.49% | 2.09% | 2.00% | 3.11% | 7.88% |
| 2023 | -0.96% | 2.93% | -2.89% | -2.27% | 1.83% | -1.71% | -2.60% | 1.33% | 3.58% | -0.50% | -3.88% | -3.85% | -8.95% |
| 2022 | 1.68% | -1.10% | 0.63% | 5.50% | -1.45% | -0.52% | -0.33% | 2.80% | 0.96% | 1.38% | -5.53% | -2.25% | 1.37% |
| 2021 | 0.48% | 2.09% | 3.85% | -3.23% | -1.59% | 2.94% | -2.13% | 1.09% | 1.80% | -1.75% | 0.35% | -0.73% | 2.95% |
Benchmark Metrics
USD/CHF has an annualized alpha of -3.96%, beta of 0.22, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since September 18, 2007.
- This currency participated in 30.29% of S&P 500 Index downside but only 6.78% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.22 may look defensive, but with R2 of 0.21 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 0.21 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
- -3.96%
- Beta
- 0.22
- R²
- 0.21
- Upside Capture
- 6.78%
- Downside Capture
- 30.29%
Return for Risk
Risk / Return Rank
CHF=X ranks 42 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/CHF (CHF=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHF=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.61 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.30 | 8.70 | -8.99 |
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/CHF. 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/CHF was 41.14%, occurring on Aug 9, 2011. The portfolio has not yet recovered.
The current USD/CHF drawdown is 33.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -41.14%Aug 2011 | 2y 8mo | — | 17y 7moNov 2008 - now |
Financial crisis2007–2009 | -17.07%Mar 2008 | 6mo 1d | 7mo 29d | 1y 1moSep 2007 - Nov 2008 |
Financial crisis2007–2009 | -0.07%Nov 2008 | 0s | 2d | 2dNov 2008 - Nov 2008 |
Drawdown Indicators
| CHF=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -57.69% | +16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -9.21% | +2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -24.92% | +7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -24.92% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -26.13% | -33.88% | +7.75% |
Current DrawdownCurrent decline from peak | -33.95% | 0.00% | -33.95% |
Average DrawdownAverage peak-to-trough decline | -22.13% | -14.42% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.76% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with CHF=X
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