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GBP/USD

GBPUSD=X
Currency Pair · Currency in USD

GBPUSD=XPrice Chart


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S&P 500

GBPUSD=XPerformance

The chart shows the growth of $10,000 invested in GBP/USD on Jan 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,538 for a total return of roughly -14.62%. All prices are adjusted for splits and dividends.


GBPUSD=X (GBP/USD)
Benchmark (S&P 500)

GBPUSD=XReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.09%
6M0.77%
YTD1.05%
1Y8.19%
5Y0.76%
10Y-1.62%

GBPUSD=XMonthly Returns Heatmap


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GBPUSD=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 GBP/USD Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


GBPUSD=X (GBP/USD)
Benchmark (S&P 500)

GBPUSD=XDrawdowns Chart

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


GBPUSD=X (GBP/USD)
Benchmark (S&P 500)

GBPUSD=XWorst Drawdowns

The table below shows the maximum drawdowns of the GBP/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 GBP/USD is 33.02%, recorded on Mar 20, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.02%Jul 4, 20141488Mar 20, 2020
-12.59%Jan 20, 201085May 18, 2010221Mar 23, 2011306
-10.95%May 3, 2011572Jul 10, 2013157Feb 17, 2014729
-2.26%Mar 24, 20114Mar 29, 20119Apr 11, 201113
-1.62%Feb 18, 201425Mar 24, 201413Apr 10, 201438
-1.54%May 8, 201416May 29, 201412Jun 16, 201428
-1.23%Jan 4, 20104Jan 7, 20103Jan 12, 20107
-0.72%Apr 12, 20112Apr 13, 20115Apr 21, 20117
-0.44%Apr 11, 20144Apr 16, 20141Apr 17, 20145
-0.39%Jan 15, 20101Jan 15, 20101Jan 18, 20102

GBPUSD=XVolatility Chart

Current GBP/USD volatility is 7.42%. 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.


GBPUSD=X (GBP/USD)
Benchmark (S&P 500)

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