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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CNY/USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
CNY/USD (CNYUSD=X) has returned 1.59% so far this year and 5.42% over the past 12 months. Over the last ten years, CNYUSD=X has returned -0.60% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
CNY/USD
- 1D
- 0.41%
- 1M
- -0.22%
- YTD
- 1.59%
- 6M
- 3.42%
- 1Y
- 5.42%
- 3Y*
- -0.08%
- 5Y*
- -0.94%
- 10Y*
- -0.60%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 16, 2007, CNYUSD=X's average daily return is 0.00%, while the average monthly return is +0.06%. At this rate, your investment would double in approximately 96.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Jan 2018 with a return of +3.6%, while the worst month was Apr 2022 at -4.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 8 months.
On a daily basis, CNYUSD=X closed higher 39% of trading days. The best single day was Nov 4, 2022 with a return of +1.6%, while the worst single day was Aug 11, 2015 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | 1.36% | -0.37% | 1.59% | |||||||||
| 2025 | 0.67% | -0.44% | 0.36% | -0.19% | 1.00% | 0.49% | -0.51% | 1.02% | 0.13% | 0.01% | 0.62% | 1.16% | 4.38% |
| 2024 | -0.97% | -0.28% | -0.47% | -0.28% | -0.00% | -0.35% | 0.67% | 1.82% | 1.04% | -1.41% | -1.72% | -0.78% | -2.76% |
| 2023 | 2.15% | -2.57% | 0.94% | -0.63% | -2.82% | -1.93% | 1.52% | -1.59% | -0.59% | -0.20% | 2.52% | 0.54% | -2.80% |
| 2022 | -0.13% | 0.83% | -0.52% | -4.03% | -0.95% | -0.41% | -0.66% | -2.11% | -3.16% | -2.58% | 2.95% | 2.81% | -7.92% |
| 2021 | 1.56% | -0.74% | -1.21% | 1.21% | 1.63% | -1.34% | -0.06% | 0.01% | 0.22% | 0.78% | 0.51% | 0.19% | 2.73% |
Benchmark Metrics
CNY/USD has an annualized alpha of 0.03%, beta of 0.02, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 17, 2007.
- This currency participated in 5.61% of S&P 500 Index downside but only 3.05% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R² of 0.01 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 0.01 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
- 0.03%
- Beta
- 0.02
- R²
- 0.01
- Upside Capture
- 3.05%
- Downside Capture
- 5.61%
Return for Risk
Risk / Return Rank
CNYUSD=X ranks 98 for risk / return — in the top 98% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CNY/USD (CNYUSD=X) and compare them to a chosen benchmark (S&P 500 Index).
| CNYUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.90 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.39 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.00 | 1.40 | +2.60 |
Martin ratioReturn relative to average drawdown | 13.78 | 6.61 | +7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CNYUSD=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 CNY/USD. 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 CNY/USD was 17.74%, occurring on Sep 8, 2023. The portfolio has not yet recovered.
The current CNY/USD drawdown is 12.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.74% | Jan 15, 2014 | 2516 | Sep 8, 2023 | — | — | — |
| -1.82% | May 3, 2012 | 52 | Jul 13, 2012 | 65 | Oct 12, 2012 | 117 |
| -1.09% | Jul 17, 2008 | 98 | Dec 1, 2008 | 199 | Sep 4, 2009 | 297 |
| -0.81% | May 31, 2007 | 8 | Jun 11, 2007 | 15 | Jul 2, 2007 | 23 |
| -0.8% | Oct 18, 2010 | 11 | Nov 1, 2010 | 7 | Nov 10, 2010 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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