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Invesco CurrencyShares® Swiss Franc Trust (FXF)

ETF · Currency in USD
ISIN
US46138R1086
CUSIP
46138R108
Issuer
Invesco
Inception Date
Jun 26, 2006
Region
Developed Europe (Switzerland)
Category
Currency
Expense Ratio
0.40%
Index Tracked
Swiss Franc
ETF Home Page
www.invesco.com
Asset Class
Currency

FXFPrice Chart


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FXFPerformance

The chart shows the growth of $10,000 invested in Invesco CurrencyShares® Swiss Franc Trust on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,107 for a total return of roughly 1.07%. All prices are adjusted for splits and dividends.


FXF (Invesco CurrencyShares® Swiss Franc Trust)
Benchmark (S&P 500)

FXFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.50%0.43%
6M-3.41%9.37%
YTD-5.15%22.33%
1Y-2.79%26.59%
5Y0.72%15.74%
10Y-0.92%14.46%

FXFMonthly Returns Heatmap


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FXFSharpe 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 Invesco CurrencyShares® Swiss Franc Trust Sharpe ratio is -0.43. 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.


FXF (Invesco CurrencyShares® Swiss Franc Trust)
Benchmark (S&P 500)

FXFDividends


Invesco CurrencyShares® Swiss Franc Trust doesn't pay dividends

FXFDrawdowns Chart

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


FXF (Invesco CurrencyShares® Swiss Franc Trust)
Benchmark (S&P 500)

FXFWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco CurrencyShares® Swiss Franc Trust. 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 Invesco CurrencyShares® Swiss Franc Trust is 33.48%, recorded on Apr 25, 2019. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.48%Aug 10, 20111939Apr 25, 2019
-12.86%Jan 12, 2010101Jun 7, 201062Sep 2, 2010163
-5.08%Oct 15, 201032Nov 30, 201016Dec 22, 201048
-4.14%Jan 3, 20117Jan 11, 201130Feb 24, 201137
-3.55%May 4, 20118May 13, 201110May 27, 201118
-2.88%Mar 18, 201113Apr 5, 20115Apr 12, 201118
-2.2%Jun 6, 20118Jun 15, 20119Jun 28, 201117
-1.95%Jun 29, 20113Jul 1, 20116Jul 12, 20119
-1.9%Sep 15, 20102Sep 16, 20104Sep 22, 20106
-1.42%Jul 18, 20112Jul 19, 20114Jul 25, 20116

FXFVolatility Chart

Current Invesco CurrencyShares® Swiss Franc Trust volatility is 8.81%. 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.


FXF (Invesco CurrencyShares® Swiss Franc Trust)
Benchmark (S&P 500)

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