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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 EUR/USD on Jan 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,079 for a total return of roughly -19.21%. All prices are adjusted for splits and dividends.


EURUSD=X (EUR/USD)
Benchmark (S&P 500)

EURUSD=XReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.89%
6M-3.43%
YTD-5.48%
1Y-1.73%
5Y1.20%
10Y-1.68%

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 -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


EURUSD=X (EUR/USD)
Benchmark (S&P 500)

EURUSD=XDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EURUSD=X (EUR/USD)
Benchmark (S&P 500)

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 EUR/USD 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

EURUSD=XVolatility Chart

Current EUR/USD volatility is 3.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EURUSD=X (EUR/USD)
Benchmark (S&P 500)

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