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US Dollar/Czech Koruna FX (CZK=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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US Dollar/Czech Koruna FX

Performance

Performance Chart


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S&P 500

Returns By Period

US Dollar/Czech Koruna FX (CZK=X) returned -10.07% year-to-date (YTD) and -4.41% over the past 12 months. Over the past 10 years, CZK=X returned -1.16% annually, underperforming the S&P 500 benchmark at 10.85%.


CZK=X

YTD

-10.07%

1M

0.01%

6M

-8.59%

1Y

-4.41%

3Y*

-1.67%

5Y*

-2.01%

10Y*

-1.16%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.09%-0.60%-4.56%-4.61%-0.53%-10.07%
20242.52%2.20%-0.27%0.84%-3.51%2.67%0.51%-3.50%-0.06%2.73%2.63%1.96%8.77%
2023-3.12%1.49%-2.46%-1.33%3.87%-1.84%-0.34%2.29%4.06%0.57%-3.92%0.27%-0.84%
2022-0.96%3.53%-1.63%5.80%-1.34%2.48%2.01%1.28%2.89%-1.26%-5.54%-3.55%3.19%
2021-0.09%1.07%2.73%-3.35%-3.36%3.36%-0.12%0.20%1.64%1.45%1.36%-2.75%1.87%
20200.30%1.55%7.41%-0.17%-2.11%-2.07%-6.08%-1.27%4.98%1.20%-5.90%-2.41%-5.28%
20190.35%0.18%2.13%-0.71%1.27%-3.41%3.73%1.82%0.26%-3.32%1.29%-2.22%1.10%
2018-4.37%2.33%-1.31%3.05%4.22%0.70%-1.60%1.41%0.03%3.25%0.11%-2.28%5.29%
2017-2.52%2.10%-0.68%-2.88%-4.89%-2.45%-3.69%-0.44%0.34%0.17%-2.72%-0.67%-17.06%
20160.24%-0.20%-4.50%-0.66%2.78%0.43%-0.75%0.11%-0.69%2.23%3.89%0.50%3.17%
20157.42%0.14%4.40%-4.70%1.94%-1.82%0.65%-2.15%0.87%1.20%3.94%-2.76%8.84%
20142.60%-3.00%0.71%-0.70%1.81%-0.56%3.10%2.20%3.07%1.93%0.09%2.94%14.94%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CZK=X is 30, 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 CZK=X is 3030
Overall Rank
The Sharpe Ratio Rank of CZK=X is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CZK=X is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CZK=X is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CZK=X is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CZK=X is 3232
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 US Dollar/Czech Koruna FX (CZK=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

US Dollar/Czech Koruna FX Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.43
  • 5-Year: -0.20
  • 10-Year: -0.12
  • All Time: -0.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of US Dollar/Czech Koruna FX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 US Dollar/Czech Koruna FX. 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 US Dollar/Czech Koruna FX was 65.85%, occurring on Jul 21, 2008. The portfolio has not yet recovered.

The current US Dollar/Czech Koruna FX drawdown is 48.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.85%Oct 19, 20002020Jul 21, 2008
-21.07%Jan 7, 1998203Oct 16, 1998157May 26, 1999360
-19.05%Jul 8, 1991965Apr 19, 1995547May 27, 19971512
-9.45%May 9, 200045Jul 10, 200047Sep 13, 200092
-8.42%Jun 4, 199986Oct 1, 199985Jan 28, 2000171
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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