Highlights
- Avg. Volume (1M)
- 143
- Avg. Volume Value (1M)
- CLP 132.80K
Share Price Chart
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Performance
CLP=X Performance Chart
USD/CLP (CLP=X) is up 4.3% since the beginning of the year. CLP=X is currently trading at CLP 943 per share. Investors who bought CLP 1,000 worth of CLP=X shares 5 years ago would now be looking at an investment worth CLP 1,239.
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Returns By Period
USD/CLP (CLP=X) has returned 4.34% so far this year and -1.35% over the past 12 months. Over the last ten years, CLP=X has returned 3.72% per year, falling short of the S&P 500 Index benchmark, which averaged 17.26% annually.
USD/CLP
- 1D
- -0.33%
- 1M
- 1.89%
- 6M
- 8.68%
- YTD
- 4.34%
- 1Y
- -1.35%
- 3Y*
- 4.28%
- 5Y*
- 4.38%
- 10Y*
- 3.72%
- ALL TIME*
- 3.26%
Benchmark (S&P 500 Index)
- 1D
- -0.59%
- 1M
- 2.71%
- 6M
- 15.92%
- YTD
- 12.99%
- 1Y
- 13.19%
- 3Y*
- 22.42%
- 5Y*
- 15.85%
- 10Y*
- 17.26%
- ALL TIME*
- 12.51%
CLP=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 13, 2007, CLP=X's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 48% of months were positive and 52% were negative. The best month was Oct 2008 with a return of +21.5%, while the worst month was Jul 2020 at -8.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, CLP=X closed higher 48% of trading days. The best single day was Jan 4, 2011 with a return of +4.8%, while the worst single day was Jul 15, 2022 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.98% | -0.09% | 6.04% | -2.80% | -1.50% | 4.16% | 1.79% | 4.34% | |||||
| 2025 | -1.18% | -2.31% | -1.05% | -0.10% | -0.38% | -1.40% | 4.39% | -1.02% | -0.14% | -1.99% | -1.99% | -2.49% | -9.40% |
| 2024 | 5.78% | 3.98% | 1.38% | -1.93% | -4.34% | 3.28% | -0.71% | -3.12% | -1.62% | 7.15% | 1.17% | 2.10% | 13.17% |
| 2023 | -6.23% | 3.99% | -3.76% | 1.30% | 0.24% | -0.88% | 4.63% | 1.63% | 4.56% | 0.45% | -2.79% | 0.97% | 3.53% |
| 2022 | -6.02% | -0.24% | -1.52% | 8.30% | -3.26% | 11.29% | -1.71% | -0.46% | 7.82% | -1.29% | -6.34% | -4.69% | 0.08% |
| 2021 | 3.50% | -1.51% | -0.46% | -1.37% | 1.71% | 1.28% | 3.35% | 2.17% | 4.91% | 0.33% | 1.66% | 2.95% | 19.92% |
Benchmark Metrics
USD/CLP has an annualized alpha of 3.19%, beta of 0.19, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since September 13, 2007.
- This currency participated in 34.48% of S&P 500 Index downside but only 30.60% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.19 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
- 3.19%
- Beta
- 0.19
- R²
- 0.10
- Upside Capture
- 30.60%
- Downside Capture
- 34.48%
Return for Risk
Risk / Return Rank
CLP=X ranks 46 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/CLP (CLP=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.
| CLP=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 1.36 | -1.44 |
| Martin ratioReturn relative to average drawdown | -0.15 | 3.21 | -3.36 |
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/CLP. 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/CLP was 33.15%, occurring on Jul 27, 2011. Recovery took 1055 trading sessions.
The current USD/CLP drawdown is 10.09%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.15%Jul 2011 | 2y 8mo | 4y 17d | 6y 8moNov 2008 - Aug 2015 | — |
-25.43%Feb 2023 | 6mo 22d | — | 4y 14dJul 2022 - now | — |
-19.93%May 2021 | 1y 1mo | 7mo 17d | 1y 9moMar 2020 - Dec 2021 | — |
-19.68%Feb 2018 | 2y 1mo | 1y 8mo | 3y 9moJan 2016 - Oct 2019 | — |
-16.42%Mar 2008 | 3mo 21d | 3mo 10d | 7mo 1dNov 2007 - Jun 2008 | Financial crisis2007–2009 |
Drawdown Indicators
| CLP=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -47.72% | +14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -9.81% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -18.35% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -24.38% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -25.43% | -29.26% | +3.83% |
Current DrawdownCurrent decline from peak | -10.09% | -1.05% | -9.04% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -9.80% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 4.13% | +2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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