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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Czech Koruna/US Dollar 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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Returns By Period
Czech Koruna/US Dollar FX (CZKUSD=X) has returned -2.91% so far this year and 8.95% over the past 12 months. Over the last ten years, CZKUSD=X has returned 1.14% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Czech Koruna/US Dollar FX
- 1D
- 1.07%
- 1M
- -3.01%
- YTD
- -2.91%
- 6M
- -2.13%
- 1Y
- 8.95%
- 3Y*
- 0.71%
- 5Y*
- 0.89%
- 10Y*
- 1.14%
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 Mar 20, 2007, CZKUSD=X's average daily return is 0.00%, while the average monthly return is +0.05%. At this rate, your investment would double in approximately 115.6 years.
Historically, 52% of months were positive and 48% were negative. The best month was Jul 2010 with a return of +10.4%, while the worst month was Jan 2009 at -11.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CZKUSD=X closed higher 51% of trading days. The best single day was Oct 23, 2008 with a return of +5.3%, while the worst single day was Aug 26, 2008 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.18% | 0.06% | -3.15% | -2.91% | |||||||||
| 2025 | 0.10% | 0.59% | 4.74% | 4.86% | 0.26% | 4.57% | -2.45% | 3.22% | 0.57% | -1.69% | 1.22% | 1.30% | 18.36% |
| 2024 | -2.49% | -2.17% | 0.27% | -0.83% | 3.66% | -2.67% | -0.48% | 3.65% | 0.05% | -2.63% | -2.59% | -1.92% | -8.11% |
| 2023 | 3.11% | -1.48% | 2.64% | 1.34% | -3.78% | 1.92% | 0.35% | -2.24% | -3.90% | -0.57% | 4.05% | -0.18% | 0.88% |
| 2022 | 0.98% | -3.37% | 1.64% | -5.50% | 1.39% | -2.46% | -1.95% | -1.23% | -2.85% | 1.31% | 5.84% | 3.69% | -3.04% |
| 2021 | 0.06% | -0.97% | -2.74% | 3.50% | 3.49% | -3.30% | 0.05% | -0.07% | -1.57% | -1.57% | -1.33% | 2.85% | -1.88% |
Benchmark Metrics
Czech Koruna/US Dollar FX has an annualized alpha of -0.68%, beta of 0.13, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since March 21, 2007.
- This currency participated in 40.53% of S&P 500 Index downside but only 20.44% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.13 may look defensive, but with R² of 0.05 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 0.05 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
- -0.68%
- Beta
- 0.13
- R²
- 0.05
- Upside Capture
- 20.44%
- Downside Capture
- 40.53%
Return for Risk
Risk / Return Rank
CZKUSD=X ranks 73 for risk / return — better than 73% of currencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Czech Koruna/US Dollar FX (CZKUSD=X) and compare them to a chosen benchmark (S&P 500 Index).
| CZKUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.90 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.39 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.40 | -1.11 |
Martin ratioReturn relative to average drawdown | 0.85 | 6.61 | -5.76 |
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 CZKUSD=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 Czech Koruna/US Dollar 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 Czech Koruna/US Dollar FX was 44.81%, occurring on Mar 19, 2020. The portfolio has not yet recovered.
The current Czech Koruna/US Dollar FX drawdown is 32.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.81% | Jul 22, 2008 | 3025 | Mar 19, 2020 | — | — | — |
| -4.73% | Jan 15, 2008 | 5 | Jan 21, 2008 | 10 | Feb 4, 2008 | 15 |
| -4.7% | Apr 17, 2008 | 11 | May 2, 2008 | 25 | Jun 6, 2008 | 36 |
| -4.4% | Apr 20, 2007 | 39 | Jun 13, 2007 | 21 | Jul 12, 2007 | 60 |
| -4.16% | Dec 11, 2007 | 7 | Dec 20, 2007 | 14 | Jan 9, 2008 | 21 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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