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USD/INR (INR=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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USD/INR

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INR=X vs. ^NDX
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Performance

Performance Chart


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S&P 500

Returns By Period

USD/INR (INR=X) returned -0.25% year-to-date (YTD) and 2.41% over the past 12 months. Over the past 10 years, INR=X returned 2.97% annually, underperforming the S&P 500 benchmark at 10.84%.


INR=X

YTD

-0.25%

1M

0.25%

6M

1.06%

1Y

2.41%

3Y*

3.23%

5Y*

2.46%

10Y*

2.97%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of INR=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.14%1.05%-2.30%-1.01%0.91%-0.25%
2024-0.14%-0.23%0.55%0.11%-0.01%-0.11%0.42%0.20%-0.11%0.37%0.57%1.20%2.84%
2023-1.18%1.07%-0.56%-0.54%1.16%-0.72%0.18%0.56%0.39%0.30%0.12%-0.20%0.57%
20220.09%1.29%0.54%0.80%1.39%1.76%0.49%0.20%2.53%1.54%-1.70%1.68%11.09%
2021-0.20%1.41%-1.07%1.24%-2.07%2.55%-0.03%-1.87%1.67%1.03%0.22%-0.82%1.96%
20200.28%1.38%3.87%-0.35%0.70%-0.08%-0.83%-2.22%0.43%1.36%-0.76%-1.28%2.38%
20192.00%-0.17%-2.34%0.67%-0.10%-0.91%-0.11%3.74%-1.13%0.47%1.08%-0.55%2.57%
2018-0.45%2.61%-0.15%2.07%1.46%1.53%-0.00%3.72%2.12%2.00%-5.83%-0.11%8.98%
2017-0.65%-1.17%-2.80%-0.88%0.34%0.17%-0.65%-0.41%2.15%-0.86%-0.40%-1.01%-6.05%
20162.52%0.49%-2.86%0.26%1.18%0.44%-1.26%0.48%-0.62%0.20%2.87%-0.94%2.64%
2015-1.61%-0.58%1.03%1.99%0.34%-0.22%0.60%3.79%-1.35%-0.14%1.59%-0.38%5.03%
20141.42%-1.42%-2.88%0.55%-1.91%1.46%0.82%-0.06%2.35%-0.86%1.31%1.33%1.98%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, INR=X is among the top 17% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of INR=X is 8383
Overall Rank
The Sharpe Ratio Rank of INR=X is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of INR=X is 7676
Sortino Ratio Rank
The Omega Ratio Rank of INR=X is 8484
Omega Ratio Rank
The Calmar Ratio Rank of INR=X is 9393
Calmar Ratio Rank
The Martin Ratio Rank of INR=X is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/INR (INR=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/INR Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • 5-Year: 0.58
  • 10-Year: 0.58
  • All Time: 0.63

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/INR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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/INR. 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/INR was 20.29%, occurring on Nov 16, 2007. Recovery took 243 trading sessions.

The current USD/INR drawdown is 2.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.29%Jun 5, 20021423Nov 16, 2007243Oct 22, 20081666
-18.07%Jun 4, 1976604Oct 30, 1978851Mar 26, 19821455
-15.48%Mar 4, 2009438Nov 5, 2010271Nov 21, 2011709
-15.29%Aug 29, 2013191May 22, 20141070Jun 28, 20181261
-13.46%Feb 27, 1985111Aug 2, 1985676Apr 13, 1988787
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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