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CNY/USD

Performance

CNYUSD=X Performance Chart

CNY/USD (CNYUSD=X) is up 3.5% since the beginning of the year. CNYUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of CNYUSD=X shares 5 years ago would now be looking at an investment worth $947.


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S&P 500 Index

Returns By Period

CNY/USD (CNYUSD=X) has returned 3.45% so far this year and 6.50% over the past 12 months. Over the last ten years, CNYUSD=X has returned -0.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


CNY/USD

1D
0.07%
1M
0.96%
YTD
3.45%
6M
4.59%
1Y
6.50%
3Y*
1.57%
5Y*
-1.08%
10Y*
-0.29%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2007, CNYUSD=X's average daily return is 0.00%, while the average monthly return is +0.06%. At this rate, an 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%1.36%-0.58%1.01%0.94%0.08%3.45%
20250.67%-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%
20232.15%-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%
20211.56%-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 June 27, 2007.

  • This currency participated in 5.69% of S&P 500 Index downside but only 3.06% 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
0.01
Upside Capture
3.06%
Downside Capture
5.69%

Return for Risk

Risk / Return Rank

CNYUSD=X ranks 99 for risk / return — in the top 99% 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.


CNYUSD=X Risk / Return Rank: 9999
Overall Rank
CNYUSD=X Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CNYUSD=X Sortino Ratio Rank: 100100
Sortino Ratio Rank
CNYUSD=X Omega Ratio Rank: 100100
Omega Ratio Rank
CNYUSD=X Calmar Ratio Rank: 9898
Calmar Ratio Rank
CNYUSD=X Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CNY/USD (CNYUSD=X) and compare them to S&P 500 Index.


CNYUSD=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.43

2.39

+0.04

Sortino ratio

Return per unit of downside risk

3.90

3.25

+0.65

Omega ratio

Gain probability vs. loss probability

1.55

1.43

+0.11

Calmar ratio

Return relative to maximum drawdown

4.63

3.11

+1.52

Martin ratio

Return relative to average drawdown

16.70

14.38

+2.32

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 10.64%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-17.74%Sep 2023
9y 7mo
12y 4moJan 2014 - now
2012 pullback2012
-1.82%Jul 2012
2mo 11d3mo 1d
5mo 12dMay 2012 - Oct 2012
Financial crisis2007–2009
-1.09%Dec 2008
4mo 17d9mo 7d
1y 1moJul 2008 - Sep 2009
2010 pullback2010
-0.80%Nov 2010
14d9d
23dOct 2010 - Nov 2010
2011 pullback2011
-0.73%Jan 2011
6d4d
10dJan 2011 - Jan 2011

Drawdown Indicators


CNYUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-56.78%

+39.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-9.10%

+7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-18.90%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-14.09%

-25.43%

+11.34%

Max Drawdown (10Y)

Largest decline over 10 years

-14.70%

-33.92%

+19.22%

Current Drawdown

Current decline from peak

-10.64%

0.00%

-10.64%

Average Drawdown

Average peak-to-trough decline

-6.88%

-10.72%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

1.97%

-1.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CNYUSD=X

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

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