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HKD/USD

Often compared with HKDUSD=X:
HKDUSD=X vs. ^HSI

Performance

HKDUSD=X Performance Chart

HKD/USD (HKDUSD=X) is down 0.7% since the beginning of the year. HKDUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of HKDUSD=X shares 5 years ago would now be looking at an investment worth $990.


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S&P 500 Index

Returns By Period

HKD/USD (HKDUSD=X) has returned -0.65% so far this year and 0.16% over the past 12 months.


HKD/USD

1D
0.02%
1M
0.03%
YTD
-0.65%
6M
-0.62%
1Y
0.16%
3Y*
0.04%
5Y*
-0.20%
10Y*
-0.09%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HKDUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2007, HKDUSD=X's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 46% of months were positive and 54% were negative. The best month was Aug 2025 with a return of +0.8%, while the worst month was May 2025 at -1.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, HKDUSD=X closed higher 38% of trading days. The best single day was Sep 21, 2018 with a return of +0.4%, while the worst single day was Jan 14, 2016 at -0.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.40%-0.13%-0.20%0.07%-0.02%0.02%-0.65%
2025-0.30%0.17%-0.02%0.32%-1.09%-0.12%0.01%0.78%0.08%0.16%-0.17%0.03%-0.17%
2024-0.12%-0.14%0.05%0.02%0.07%0.13%-0.05%0.20%0.31%-0.01%-0.11%0.17%0.51%
2023-0.39%-0.12%-0.01%-0.00%0.26%-0.09%0.49%-0.55%0.14%0.09%0.16%0.04%0.02%
2022-0.02%-0.21%-0.23%-0.19%0.00%0.00%-0.04%0.02%-0.02%0.01%0.51%0.00%-0.17%
2021-0.01%-0.05%-0.23%0.09%0.09%-0.05%-0.09%-0.07%-0.10%0.09%-0.23%0.01%-0.56%

Benchmark Metrics

HKD/USD has an annualized alpha of -1.74%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 25, 2007.

  • This currency participated in 11.78% of S&P 500 Index downside but only -2.15% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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
-1.74%
Beta
0.00
0.00
Upside Capture
-2.15%
Downside Capture
11.78%

Return for Risk

Risk / Return Rank

HKDUSD=X ranks 58 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HKDUSD=X Risk / Return Rank: 5858
Overall Rank
HKDUSD=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HKDUSD=X Sortino Ratio Rank: 5858
Sortino Ratio Rank
HKDUSD=X Omega Ratio Rank: 5858
Omega Ratio Rank
HKDUSD=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
HKDUSD=X Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for HKD/USD (HKDUSD=X) and compare them to S&P 500 Index.


HKDUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.14

Martin ratioReturn relative to average drawdown

0.27

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 HKD/USD. 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 HKD/USD was 1.30%, occurring on Jul 14, 2025. The portfolio has not yet recovered.

The current HKD/USD drawdown is 1.09%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-1.30%Jul 2025
2mo 10d
1y 1moMay 2025 - now
Bear market2022
-1.28%Jun 2022
1y 6mo2y 10mo
4y 4moDec 2020 - May 2025
2018 pullback2018
-1.28%Apr 2018
8y 4mo2y 11d
10y 4moDec 2009 - Apr 2020
Financial crisis2007–2009
-0.82%Jan 2008
2mo 23d9mo 17d
1y 5dOct 2007 - Nov 2008
2007 pullback2007
-0.22%Aug 2007
28d20d
1mo 18dJul 2007 - Aug 2007

Drawdown Indicators


HKDUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-9.10%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-1.30%

Current Drawdown

Current decline from peak

-1.09%

-2.97%

+1.88%

Average Drawdown

Average peak-to-trough decline

-0.46%

-1.13%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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