Highlights
- Avg. Volume (1M)
- 180K
- Avg. Volume Value (1M)
- CHF 145.35K
Share Price Chart
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Performance
CHF=X Performance Chart
USD/CHF (CHF=X) is up 1.7% 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 891.
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Returns By Period
USD/CHF (CHF=X) has returned 1.72% so far this year and 0.43% over the past 12 months. Over the last ten years, CHF=X has returned -1.77% per year, falling short of the S&P 500 Index benchmark, which averaged 11.26% annually.
USD/CHF
- 1D
- 0.23%
- 1M
- 0.42%
- 6M
- 4.43%
- YTD
- 1.72%
- 1Y
- 0.43%
- 3Y*
- -2.67%
- 5Y*
- -2.28%
- 10Y*
- -1.77%
- ALL TIME*
- -1.89%
Benchmark (S&P 500 Index)
- 1D
- 0.93%
- 1M
- 0.51%
- 6M
- 12.72%
- YTD
- 11.29%
- 1Y
- 20.59%
- 3Y*
- 14.69%
- 5Y*
- 8.72%
- 10Y*
- 11.26%
- ALL TIME*
- 6.88%
CHF=X Monthly Returns History
Based on dividend-adjusted daily data since Nov 5, 2007, CHF=X's average daily return is -0.01%, while the average monthly return is -0.12%.
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% | 3.21% | -0.19% | 1.72% | |||||
| 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 -3.83%, beta of 0.22, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since November 05, 2007.
- This currency participated in 30.37% of S&P 500 Index downside but only 7.25% 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
- -3.83%
- Beta
- 0.22
- R²
- 0.21
- Upside Capture
- 7.25%
- Downside Capture
- 30.37%
Return for Risk
Risk / Return Rank
CHF=X ranks 45 for risk / return — above 45% of currencies peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return 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 | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.89 | -1.98 |
| Martin ratioReturn relative to average drawdown | -0.20 | 6.30 | -6.50 |
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 34.12%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-41.14%Aug 2011 | 2y 8mo | — | 17y 8moNov 2008 - now | — |
-15.04%Mar 2008 | 2mo 22d | 7mo 9d | 10mo 1dDec 2007 - Oct 2008 | Financial crisis2007–2009 |
-4.93%Nov 2007 | 20d | 23d | 1mo 13dNov 2007 - Dec 2007 | Financial crisis2007–2009 |
-3.37%Oct 2008 | 2d | 5d | 7dOct 2008 - Nov 2008 | Financial crisis2007–2009 |
-1.42%Nov 2008 | 1d | 1d | 2dNov 2008 - Nov 2008 | Financial crisis2007–2009 |
Drawdown Indicators
| CHF=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -54.97% | +13.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -9.21% | +2.85% |
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 | -34.12% | -1.31% | -32.81% |
Average DrawdownAverage peak-to-trough decline | -22.24% | -12.82% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.77% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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