Highlights
- Avg. Volume (1M)
- 76K
- Avg. Volume Value (1M)
- ₩112.88M
Share Price Chart
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Performance
KRW=X Performance Chart
US Dollar/Korean Won FX (KRW=X) is up 0.2% since the beginning of the year. KRW=X is currently trading at ₩1,443 per share. Investors who bought ₩1,000 worth of KRW=X shares 5 years ago would now be looking at an investment worth ₩1,252.
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Returns By Period
US Dollar/Korean Won FX (KRW=X) has returned 0.16% so far this year and 3.89% over the past 12 months. Over the last ten years, KRW=X has returned 2.64% per year, falling short of the S&P 500 Index benchmark, which averaged 16.25% annually.
US Dollar/Korean Won FX
- 1D
- 1.55%
- 1M
- -6.17%
- 6M
- -0.52%
- YTD
- 0.16%
- 1Y
- 3.89%
- 3Y*
- 3.90%
- 5Y*
- 4.59%
- 10Y*
- 2.64%
- ALL TIME*
- 2.30%
Benchmark (S&P 500 Index)
- 1D
- 2.26%
- 1M
- -6.09%
- 6M
- 7.38%
- YTD
- 9.58%
- 1Y
- 24.74%
- 3Y*
- 22.44%
- 5Y*
- 16.36%
- 10Y*
- 16.25%
- ALL TIME*
- 11.60%
KRW=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 11, 2007, KRW=X's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.
Historically, 51% of months were positive and 49% were negative. The best month was Nov 2008 with a return of +14.9%, while the worst month was Dec 2008 at -14.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.
On a daily basis, KRW=X closed higher 50% of trading days. The best single day was Oct 16, 2008 with a return of +10.7%, while the worst single day was Oct 30, 2008 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | -0.76% | 4.56% | -2.10% | 2.92% | 1.89% | -6.61% | 0.16% | |||||
| 2025 | -1.30% | 0.15% | 0.95% | -3.45% | -2.71% | -2.06% | 2.89% | -0.07% | 0.90% | 1.77% | 2.57% | -1.71% | -2.30% |
| 2024 | 2.89% | 0.15% | 0.73% | 3.06% | -0.27% | -0.20% | -0.81% | -2.34% | -1.33% | 4.20% | 1.41% | 6.02% | 14.01% |
| 2023 | -2.10% | 7.11% | -1.15% | 2.41% | -1.14% | -0.34% | -3.09% | 3.72% | 2.09% | 0.05% | -3.92% | -0.30% | 2.85% |
| 2022 | 1.32% | -0.29% | 0.95% | 4.03% | -1.78% | 3.87% | 1.02% | 3.03% | 7.42% | -0.95% | -8.73% | -3.42% | 5.66% |
| 2021 | 2.89% | 0.83% | 0.04% | -0.91% | -0.82% | 1.93% | 2.07% | 0.54% | 2.17% | -0.78% | 0.77% | 0.53% | 9.56% |
Benchmark Metrics
US Dollar/Korean Won FX has an annualized alpha of 0.53%, beta of 0.16, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since September 11, 2007.
- This currency participated in 19.44% of S&P 500 Index downside but only 14.49% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.08 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 0.08 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
- 0.53%
- Beta
- 0.16
- R²
- 0.08
- Upside Capture
- 14.49%
- Downside Capture
- 19.44%
Return for Risk
Risk / Return Rank
KRW=X ranks 73 for risk / return — above 73% of currencies peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for US Dollar/Korean Won FX (KRW=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.
| KRW=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.47 | -2.15 |
| Martin ratioReturn relative to average drawdown | 1.39 | 9.29 | -7.90 |
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 US Dollar/Korean Won FX. 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 US Dollar/Korean Won FX was 35.73%, occurring on Jul 3, 2014. The portfolio has not yet recovered.
The current US Dollar/Korean Won FX drawdown is 8.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.73%Jul 2014 | 5y 4mo | — | 17y 5moMar 2009 - now | — |
-16.61%Dec 2008 | 1mo 5d | 1mo 22d | 2mo 27dNov 2008 - Feb 2009 | Financial crisis2007–2009 |
-15.15%Oct 2008 | 2d | 21d | 23dOct 2008 - Nov 2008 | Financial crisis2007–2009 |
-13.51%Oct 2008 | 5d | 9d | 14dOct 2008 - Oct 2008 | Financial crisis2007–2009 |
-5.89%Sep 2008 | 4d | 8d | 12dSep 2008 - Sep 2008 | Financial crisis2007–2009 |
Drawdown Indicators
| KRW=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.73% | -30.67% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -9.09% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -8.86% | -17.39% | +8.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | -17.96% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -15.41% | -30.67% | +15.26% |
Current DrawdownCurrent decline from peak | -8.11% | -7.03% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -22.03% | -5.26% | -16.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.42% | -0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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