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Performance
CZKUSD=X Performance Chart
Czech Koruna/US Dollar FX (CZKUSD=X) is down 1.1% since the beginning of the year. CZKUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of CZKUSD=X shares 5 years ago would now be looking at an investment worth $1,005.
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Returns By Period
Czech Koruna/US Dollar FX (CZKUSD=X) has returned -1.11% so far this year and 4.54% over the past 12 months. Over the last ten years, CZKUSD=X has returned 1.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.
Czech Koruna/US Dollar FX
- 1D
- 0.31%
- 1M
- 0.25%
- YTD
- -1.11%
- 6M
- -0.02%
- 1Y
- 4.54%
- 3Y*
- 1.88%
- 5Y*
- 0.09%
- 10Y*
- 1.36%
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
CZKUSD=X Monthly Returns History
Based on dividend-adjusted daily data since May 30, 2007, CZKUSD=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, 53% of months were positive and 47% 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% | -3.41% | 2.22% | -0.19% | 0.12% | -1.11% | ||||||
| 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 -0.61%, beta of 0.13, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.
- This currency participated in 40.62% of S&P 500 Index downside but only 20.61% 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
- -0.61%
- Beta
- 0.13
- R²
- 0.05
- Upside Capture
- 20.61%
- Downside Capture
- 40.62%
Return for Risk
Risk / Return Rank
CZKUSD=X ranks 71 for risk / return — better than 71% 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 S&P 500 Index.
| CZKUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.98 | -2.38 |
| Martin ratioReturn relative to average drawdown | 1.52 | 13.78 | -12.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 30.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.81%Mar 2020 | 11y 8mo | — | 17y 10moJul 2008 - now |
Financial crisis2007–2009 | -4.73%Jan 2008 | 6d | 14d | 20dJan 2008 - Feb 2008 |
Financial crisis2007–2009 | -4.70%May 2008 | 15d | 1mo 5d | 1mo 20dApr 2008 - Jun 2008 |
Financial crisis2007–2009 | -4.16%Dec 2007 | 9d | 20d | 29dDec 2007 - Jan 2008 |
Financial crisis2007–2009 | -3.49%Mar 2008 | 2d | 14d | 16dMar 2008 - Apr 2008 |
Drawdown Indicators
| CZKUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.81% | -56.78% | +11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -9.10% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -14.24% | -18.90% | +4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.01% | -25.43% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -33.92% | +11.16% |
Current DrawdownCurrent decline from peak | -30.83% | -0.33% | -30.50% |
Average DrawdownAverage peak-to-trough decline | -30.68% | -10.72% | -19.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.97% | +0.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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