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Performance
Performance Chart
The chart shows the growth of an initial investment of CZK 10,000 in US Dollar/Czech Koruna FX, 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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Different Benchmark Currency
CZK=X is traded in CZK, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CZK using the latest available exchange rates.
Returns By Period
US Dollar/Czech Koruna FX (CZK=X) has returned 3.12% so far this year and -8.05% over the past 12 months. Over the last ten years, CZK=X has returned -1.11% per year, falling short of the S&P 500 Index benchmark, which averaged 10.91% annually.
US Dollar/Czech Koruna FX
- 1D
- -0.93%
- 1M
- 3.01%
- YTD
- 3.12%
- 6M
- 2.35%
- 1Y
- -8.05%
- 3Y*
- -0.66%
- 5Y*
- -0.86%
- 10Y*
- -1.11%
Benchmark (S&P 500 Index)
- 1D
- 1.96%
- 1M
- -1.83%
- YTD
- -1.65%
- 6M
- -0.10%
- 1Y
- 6.97%
- 3Y*
- 15.91%
- 5Y*
- 9.24%
- 10Y*
- 10.91%
Monthly Returns
Based on dividend-adjusted daily data since May 1, 2007, CZK=X's average daily return is 0.00%, while the average monthly return is +0.07%. At this rate, your investment would double in approximately 82.5 years.
Historically, 48% of months were positive and 52% were negative. The best month was Jan 2009 with a return of +13.5%, while the worst month was Jul 2010 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, CZK=X closed higher 49% of trading days. The best single day was Nov 7, 2013 with a return of +5.3%, while the worst single day was Oct 23, 2008 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.22% | -0.08% | 3.44% | 3.12% | |||||||||
| 2025 | -0.14% | -0.59% | -4.51% | -4.60% | -0.23% | -4.51% | 2.68% | -3.07% | -0.69% | 1.81% | -1.33% | -1.20% | -15.48% |
| 2024 | 2.55% | 2.19% | -0.23% | 0.78% | -3.50% | 2.33% | 0.85% | -3.51% | -0.06% | 2.74% | 2.65% | 1.93% | 8.78% |
| 2023 | -2.96% | 1.51% | -2.58% | -1.32% | 3.90% | -1.87% | -0.25% | 2.20% | 4.05% | 0.61% | -3.90% | 0.22% | -0.77% |
| 2022 | -1.00% | 3.54% | -1.64% | 5.80% | -1.34% | 2.48% | 1.99% | 1.29% | 2.91% | -1.27% | -5.57% | -3.59% | 3.06% |
| 2021 | -0.13% | 0.99% | 2.77% | -3.35% | -3.36% | 3.43% | -0.17% | 0.18% | 1.73% | 1.37% | 1.42% | -2.76% | 1.85% |
Benchmark Metrics
US Dollar/Czech Koruna FX has an annualized alpha of -0.77%, beta of 0.16, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 02, 2007.
- This currency participated in 35.75% of S&P 500 Index downside but only 18.28% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R² of 0.07 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 0.07 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
- -0.77%
- Beta
- 0.16
- R²
- 0.07
- Upside Capture
- 18.28%
- Downside Capture
- 35.75%
Return for Risk
Risk / Return Rank
CZK=X ranks 23 for risk / return — below 23% of currencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for US Dollar/Czech Koruna FX (CZK=X) and compare them to a chosen benchmark (S&P 500 Index).
| CZK=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.81 | 0.35 | -1.15 |
Sortino ratioReturn per unit of downside risk | -1.07 | 0.62 | -1.68 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.09 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 0.56 | -0.79 |
Martin ratioReturn relative to average drawdown | -0.45 | 2.34 | -2.79 |
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 CZK=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 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 32.79%, occurring on Jul 21, 2008. Recovery took 130 trading sessions.
The current US Dollar/Czech Koruna FX drawdown is 18.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.79% | Jun 14, 2007 | 288 | Jul 21, 2008 | 130 | Jan 20, 2009 | 418 |
| -30.75% | Feb 18, 2009 | 572 | Apr 28, 2011 | 964 | Jan 7, 2015 | 1536 |
| -22.64% | Mar 16, 2015 | 2893 | Jan 27, 2026 | — | — | — |
| -3.34% | Jan 26, 2015 | 18 | Feb 18, 2015 | 10 | Mar 4, 2015 | 28 |
| -3.29% | Feb 5, 2009 | 3 | Feb 9, 2009 | 1 | Feb 10, 2009 | 4 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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