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USD/IDR

Performance

IDR=X Performance Chart

USD/IDR (IDR=X) is up 7.6% since the beginning of the year. IDR=X is currently trading at IDR 17,977 per share. Investors who bought IDR 1,000 worth of IDR=X shares 5 years ago would now be looking at an investment worth IDR 1,266.


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S&P 500 Index

Returns By Period

USD/IDR (IDR=X) has returned 7.55% so far this year and 10.48% over the past 12 months. Over the last ten years, IDR=X has returned 3.08% per year, falling short of the S&P 500 Index benchmark, which averaged 16.70% annually.


USD/IDR

1D
0.06%
1M
3.26%
YTD
7.55%
6M
7.76%
1Y
10.48%
3Y*
6.56%
5Y*
4.83%
10Y*
3.08%

Benchmark (S&P 500 Index)

1D
-2.54%
1M
1.16%
YTD
14.10%
6M
13.64%
1Y
32.87%
3Y*
26.98%
5Y*
16.70%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDR=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 27, 2007, IDR=X's average daily return is +0.01%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Oct 2008 with a return of +15.7%, while the worst month was Dec 2008 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, IDR=X closed higher 47% of trading days. The best single day was Oct 29, 2008 with a return of +7.5%, while the worst single day was Dec 9, 2008 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.45%-0.10%1.31%2.23%2.91%0.55%7.55%
20251.27%1.72%-0.12%0.24%-1.80%-0.42%1.41%0.16%1.26%-0.40%0.09%0.48%3.89%
20242.47%-0.41%0.90%2.56%-0.07%0.77%-0.70%-4.95%-2.04%3.67%0.96%1.58%4.51%
2023-3.73%1.68%-1.62%-2.16%2.18%0.03%0.57%1.05%1.66%2.54%-2.36%-0.71%-1.10%
20220.81%-0.17%-0.10%1.00%0.55%2.09%0.50%-0.70%2.53%2.43%0.86%-1.04%9.04%
2021-1.39%1.03%1.53%0.05%-1.11%1.75%-0.55%-1.09%-0.26%-0.68%1.04%-0.28%-0.03%

Benchmark Metrics

USD/IDR has an annualized alpha of 2.31%, beta of 0.09, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since June 27, 2007.

  • This currency captured 9.77% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.85%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.09 may look defensive, but with R2 of 0.07 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 0.07 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
2.31%
Beta
0.09
0.07
Upside Capture
9.77%
Downside Capture
-2.85%

Return for Risk

Risk / Return Rank

IDR=X ranks 97 for risk / return — in the top 97% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IDR=X Risk / Return Rank: 9797
Overall Rank
IDR=X Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IDR=X Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDR=X Omega Ratio Rank: 9797
Omega Ratio Rank
IDR=X Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDR=X Martin Ratio Rank: 9696
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 USD/IDR (IDR=X) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDR=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.45

1.46

-0.01

Calmar ratioReturn relative to maximum drawdown

3.61

3.88

-0.27

Martin ratioReturn relative to average drawdown

10.88

18.49

-7.61

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 USD/IDR. 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 USD/IDR was 32.64%, occurring on Aug 1, 2011. Recovery took 877 trading sessions.

The current USD/IDR drawdown is 1.04%.


Related event

Drawdown

Fall

Recovery

Underwater

2011 bear market2011
-32.64%Aug 2011
2y 8mo3y 4mo
6y 18dNov 2008 - Dec 2014
2021 correction2021
-17.12%Feb 2021
10mo 19d4y 1mo
5y 6dApr 2020 - Apr 2025
2016 correction2016
-11.92%Sep 2016
1y1y 11mo
2y 11moSep 2015 - Aug 2018
2020 correction2020
-10.97%Jan 2020
1y 3mo1mo 25d
1y 5moOct 2018 - Mar 2020
2025 pullback2025
-4.51%Aug 2025
3mo 21d5mo 2d
8mo 23dApr 2025 - Jan 2026

Drawdown Indicators


IDR=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-42.75%

+10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.33%

-8.52%

+6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-8.22%

-16.48%

+8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-8.22%

-21.19%

+12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-17.12%

-23.88%

+6.76%

Current Drawdown

Current decline from peak

-1.04%

-4.55%

+3.51%

Average Drawdown

Average peak-to-trough decline

-11.06%

-8.37%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

1.78%

-1.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IDR=X

Add USD/IDR to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IDR=X