PortfoliosLab logoPortfoliosLab logo

Highlights

Avg. Volume (1M)
97K
Avg. Volume Value (1M)
$119.16K

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

CHFUSD=X Performance Chart

USD/CHF (CHFUSD=X) is down 1.8% since the beginning of the year. CHFUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of CHFUSD=X shares 5 years ago would now be looking at an investment worth $1,121.


Loading charts...

Benchmark

Compare this symbol against anything

Returns By Period

USD/CHF (CHFUSD=X) has returned -1.76% so far this year and -0.33% over the past 12 months. Over the last ten years, CHFUSD=X has returned 1.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


USD/CHF

1D
0.10%
1M
-0.41%
6M
-4.30%
YTD
-1.76%
1Y
-0.33%
3Y*
2.76%
5Y*
2.31%
10Y*
1.90%
ALL TIME*
1.93%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHFUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2007, CHFUSD=X's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 54% of months were positive and 46% were negative. The best month was Dec 2008 with a return of +13.6%, while the worst month was Sep 2011 at -11.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CHFUSD=X closed higher 49% of trading days. The best single day was Jan 15, 2015 with a return of +21.2%, while the worst single day was Sep 6, 2011 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.51%0.53%-3.75%2.22%-0.18%-3.11%0.06%0.10%-1.76%
2025-0.37%0.91%2.05%6.95%0.57%3.74%-2.67%1.95%0.39%-1.21%0.35%1.35%14.56%
2024-2.29%-2.62%-1.92%-2.04%2.02%0.75%1.95%3.36%0.34%-1.93%-2.02%-2.89%-7.30%
20230.91%-2.79%2.97%2.31%-1.76%1.72%2.76%-1.46%-3.40%0.53%4.03%3.97%9.83%
2022-1.61%1.10%-0.67%-5.19%1.39%0.46%0.46%-2.71%-0.94%-1.41%5.92%2.28%-1.34%
2021-0.65%-1.98%-3.70%3.33%1.59%-2.84%2.19%-1.07%-1.85%1.86%-0.31%0.68%-2.97%

Benchmark Metrics

USD/CHF has an annualized alpha of 2.40%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 06, 2007.

  • This currency participated in 16.53% of S&P 500 Index downside but only 13.62% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.00 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
2.40%
Beta
0.00
0.00
Upside Capture
13.62%
Downside Capture
16.53%

Return for Risk

Risk / Return Rank

CHFUSD=X ranks 50 for risk / return — above 50% of currencies peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


CHFUSD=X Risk / Return Rank: 5050
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 4949
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 4949
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 5050
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for USD/CHF (CHFUSD=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.


CHFUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.04

2.00

-2.04

Martin ratioReturn relative to average drawdown

-0.09

8.49

-8.58

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.


Loading charts...

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 29.99%, occurring on Nov 27, 2015. The portfolio has not yet recovered.

The current USD/CHF drawdown is 10.59%.


Drawdown

Fall

Recovery

Underwater

Related event

-29.99%Nov 2015
4y 3mo
14y 12moAug 2011 - now
-19.63%Nov 2008
8mo 7d1y 10mo
2y 6moMar 2008 - Sep 2010
Financial crisis2007–2009
-5.32%Dec 2007
23d25d
1mo 18dNov 2007 - Jan 2008
Financial crisis2007–2009
-5.04%Nov 2010
1mo 16d22d
2mo 8dOct 2010 - Dec 2010
-4.12%Jan 2011
7d1mo 13d
1mo 20dJan 2011 - Feb 2011

Drawdown Indicators


CHFUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.99%

-56.78%

+26.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-9.10%

+2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-18.90%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-10.53%

-25.43%

+14.90%

Max Drawdown (10Y)

Largest decline over 10 years

-13.35%

-33.92%

+20.57%

Current Drawdown

Current decline from peak

-10.59%

-1.58%

-9.01%

Average Drawdown

Average peak-to-trough decline

-18.72%

-10.70%

-8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.14%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CHFUSD=X

Add USD/CHF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CHFUSD=X