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USD/CHF (CHFUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CHFUSD=X vs. GLD CHFUSD=X vs. HTGC CHFUSD=X vs. SPY CHFUSD=X vs. GBP=X CHFUSD=X vs. GOLD CHFUSD=X vs. AMZN CHFUSD=X vs. VT CHFUSD=X vs. IDEV CHFUSD=X vs. UUP
Popular comparisons:
CHFUSD=X vs. GLD CHFUSD=X vs. HTGC CHFUSD=X vs. SPY CHFUSD=X vs. GBP=X CHFUSD=X vs. GOLD CHFUSD=X vs. AMZN CHFUSD=X vs. VT CHFUSD=X vs. IDEV CHFUSD=X vs. UUP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USD/CHF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.03%
8.87%
CHFUSD=X (USD/CHF)
Benchmark (^GSPC)

Returns By Period

USD/CHF had a return of -5.76% year-to-date (YTD) and -4.12% in the last 12 months. Over the past 10 years, USD/CHF had an annualized return of 0.97%, while the S&P 500 had an annualized return of 11.06%, indicating that USD/CHF did not perform as well as the benchmark.


CHFUSD=X

YTD

-5.76%

1M

-1.00%

6M

0.09%

1Y

-4.12%

5Y*

1.81%

10Y*

0.97%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of CHFUSD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.27%-2.64%-1.96%-1.86%1.92%0.40%2.34%3.27%0.54%-2.11%-1.94%-5.76%
20230.91%-2.76%2.99%2.31%-1.81%1.69%2.71%-1.29%-3.48%0.50%4.02%3.99%9.85%
2022-1.60%1.13%-0.65%-5.21%1.47%0.45%0.37%-2.65%-0.96%-1.43%5.86%2.31%-1.32%
2021-0.58%-1.97%-3.73%3.29%1.57%-2.78%2.16%-1.05%-1.78%1.74%-0.34%0.72%-2.97%
20200.49%-0.22%0.45%-0.45%0.42%1.49%3.77%1.01%-1.88%0.45%0.84%2.70%9.34%
2019-1.30%-0.39%0.30%-2.34%1.82%2.53%-1.80%0.40%-0.79%1.17%-1.36%3.32%1.40%
20184.61%-1.40%-1.00%-3.69%0.50%-0.49%0.04%2.22%-1.36%-2.61%0.96%1.77%-0.74%
20172.93%-1.64%0.27%0.79%2.84%0.99%-0.89%0.87%-0.99%-2.96%1.44%0.95%4.52%
2016-2.07%2.48%3.82%0.21%-3.42%1.80%0.70%-1.48%1.27%-1.78%-2.80%-0.07%-1.60%
20157.94%-3.38%-1.98%4.30%-0.83%0.52%-3.16%-0.11%-0.63%-1.50%-3.96%2.66%-0.78%
2014-1.47%3.00%-0.53%0.45%-1.60%0.92%-2.39%-1.06%-3.86%-0.81%-0.28%-2.87%-10.18%
20130.54%-2.80%-1.34%2.16%-2.71%1.10%1.99%-0.40%2.77%-0.20%0.05%1.48%2.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHFUSD=X is 44, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHFUSD=X is 4444
Overall Rank
The Sharpe Ratio Rank of CHFUSD=X is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CHFUSD=X is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CHFUSD=X is 4545
Omega Ratio Rank
The Calmar Ratio Rank of CHFUSD=X is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CHFUSD=X is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CHFUSD=X, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.00-0.232.10
The chart of Sortino ratio for CHFUSD=X, currently valued at -0.28, compared to the broader market0.0010.0020.0030.0040.00-0.282.80
The chart of Omega ratio for CHFUSD=X, currently valued at 0.97, compared to the broader market2.004.006.008.0010.000.971.39
The chart of Calmar ratio for CHFUSD=X, currently valued at -0.07, compared to the broader market0.0020.0040.0060.0080.00-0.073.09
The chart of Martin ratio for CHFUSD=X, currently valued at -0.52, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-0.5213.49
CHFUSD=X
^GSPC

The current USD/CHF Sharpe ratio is -0.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/CHF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.23
2.10
CHFUSD=X (USD/CHF)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.07%
-2.62%
CHFUSD=X (USD/CHF)
Benchmark (^GSPC)

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 38.65%, occurring on Oct 26, 2000. Recovery took 1839 trading sessions.

The current USD/CHF drawdown is 19.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.65%Apr 19, 19951438Oct 26, 20001839Nov 19, 20073277
-29.88%Aug 10, 20111123Nov 27, 2015
-22.53%Feb 7, 1991111Jul 11, 1991318Sep 29, 1992429
-20.47%Sep 30, 1992112Mar 5, 1993519Mar 2, 1995631
-19.56%Mar 18, 2008178Nov 20, 2008481Sep 24, 2010659

Volatility

Volatility Chart

The current USD/CHF volatility is 1.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.96%
3.79%
CHFUSD=X (USD/CHF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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