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Performance
CZK=X Performance Chart
US Dollar/Czech Koruna FX (CZK=X) is up 2.9% since the beginning of the year. CZK=X is currently trading at CZK 21 per share. Investors who bought CZK 1,000 worth of CZK=X shares 5 years ago would now be looking at an investment worth CZK 996.
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Returns By Period
US Dollar/Czech Koruna FX (CZK=X) has returned 2.92% so far this year and -1.93% over the past 12 months. Over the last ten years, CZK=X has returned -1.41% per year, falling short of the S&P 500 Index benchmark, which averaged 12.27% annually.
US Dollar/Czech Koruna FX
- 1D
- 0.41%
- 1M
- 1.17%
- YTD
- 2.92%
- 6M
- 2.35%
- 1Y
- -1.93%
- 3Y*
- -0.80%
- 5Y*
- -0.08%
- 10Y*
- -1.41%
Benchmark (S&P 500 Index)
- 1D
- -0.16%
- 1M
- 1.16%
- YTD
- 12.36%
- 6M
- 11.19%
- 1Y
- 23.14%
- 3Y*
- 18.83%
- 5Y*
- 11.90%
- 10Y*
- 12.27%
CZK=X Monthly Returns History
Based on dividend-adjusted daily data since Aug 2, 2007, CZK=X's average daily return is 0.00%, while the average monthly return is +0.07%. At this rate, an 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% | 3.57% | -2.16% | 0.28% | 1.60% | 2.92% | ||||||
| 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 -0.84%, beta of 0.16, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since August 02, 2007.
- This currency participated in 36.00% of S&P 500 Index downside but only 17.79% 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
- -0.84%
- Beta
- 0.16
- R²
- 0.07
- Upside Capture
- 17.79%
- Downside Capture
- 36.00%
Return for Risk
Risk / Return Rank
CZK=X ranks 36 for risk / return — below 36% 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 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.
| CZK=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.50 | -3.74 |
| Martin ratioReturn relative to average drawdown | -0.46 | 11.49 | -11.95 |
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 30.75%, occurring on Apr 28, 2011. Recovery took 964 trading sessions.
The current US Dollar/Czech Koruna FX drawdown is 18.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -30.75%Apr 2011 | 2y 2mo | 3y 8mo | 5y 10moFeb 2009 - Jan 2015 |
Financial crisis2007–2009 | -30.40%Jul 2008 | 11mo 10d | 5mo 28d | 1y 5moAug 2007 - Jan 2009 |
2026 bear market2026 | -22.64%Jan 2026 | 10y 10mo | — | 11y 3moMar 2015 - now |
2015 pullback2015 | -3.34%Feb 2015 | 23d | 14d | 1mo 7dJan 2015 - Mar 2015 |
Financial crisis2007–2009 | -3.29%Feb 2009 | 4d | 1d | 5dFeb 2009 - Feb 2009 |
Drawdown Indicators
| CZK=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.75% | -51.81% | +21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.70% | -6.64% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.31% | -24.34% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | -24.34% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -22.64% | -26.04% | +3.40% |
Current DrawdownCurrent decline from peak | -18.59% | -0.22% | -18.37% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -11.45% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.02% | +0.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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