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EUR/USD

EURUSD=X
Currency Pair · Currency in USD

EURUSD=XPrice Chart


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EURUSD=XPerformance

The chart shows the growth of $10,000 invested in EURUSD=X on Jan 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,252 for a total return of roughly -17.48%. All prices are adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%20122014201620182020
-17.48%
288.51%
S&P 500

EURUSD=XReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.20%
YTD-3.45%
6M0.91%
1Y8.99%
5Y0.84%
10Y-1.89%

EURUSD=XMonthly Returns Heatmap


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EURUSD=XSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current EUR/USD Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-3.00-2.00-1.000.001.002.003.0020122014201620182020
1.45

EURUSD=XDrawdowns Chart


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
-20.00%

EURUSD=XWorst Drawdowns

The table below shows the maximum drawdowns of the EUR/USD. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 30.00%, recorded on Dec 21, 2016. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-30%May 2, 20111471Dec 21, 2016
-17.91%Jan 14, 2010103Jun 7, 2010229Apr 22, 2011332
-0.73%Jan 5, 20103Jan 7, 20102Jan 11, 20105
-0.24%Jan 12, 20101Jan 12, 20101Jan 13, 20102
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970

EURUSD=XVolatility Chart

Current EUR/USD volatility is 5.23%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%5.00%10.00%15.00%20.00%20122014201620182020
5.23%

Portfolios with EUR/USD


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