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Performance
KRWUSD=X Performance Chart
Korean Won/US Dollar FX (KRWUSD=X) is down 3.0% since the beginning of the year. KRWUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of KRWUSD=X shares 5 years ago would now be looking at an investment worth $769.
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Returns By Period
Korean Won/US Dollar FX (KRWUSD=X) has returned -2.99% so far this year and -7.72% over the past 12 months. Over the last ten years, KRWUSD=X has returned -2.68% per year, falling short of the S&P 500 Index benchmark, which averaged 13.27% annually.
Korean Won/US Dollar FX
- 1D
- 0.88%
- 1M
- 2.19%
- 6M
- -1.28%
- YTD
- -2.99%
- 1Y
- -7.72%
- 3Y*
- -5.13%
- 5Y*
- -5.11%
- 10Y*
- -2.68%
Benchmark (S&P 500 Index)
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
KRWUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Aug 15, 2007, KRWUSD=X's average daily return is -0.01%, while the average monthly return is -0.15%.
Historically, 48% of months were positive and 52% were negative. The best month was Dec 2008 with a return of +16.4%, while the worst month was Nov 2008 at -13.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, KRWUSD=X closed higher 44% of trading days. The best single day was Oct 30, 2008 with a return of +12.3%, while the worst single day was Oct 16, 2008 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.72% | 0.73% | -3.77% | 1.66% | -2.29% | -2.66% | 4.26% | -2.99% | |||||
| 2025 | 1.34% | -0.29% | -0.74% | 3.41% | 3.30% | 1.80% | -2.72% | 0.64% | -1.47% | -1.69% | -2.23% | 1.40% | 2.53% |
| 2024 | -2.86% | -0.13% | -0.94% | -2.71% | 0.28% | 0.28% | 0.83% | 2.34% | 1.48% | -4.10% | -1.52% | -5.74% | -12.37% |
| 2023 | 2.15% | -6.82% | 1.46% | -2.36% | 1.07% | 0.40% | 2.91% | -3.47% | -1.86% | -0.14% | 4.08% | 0.26% | -2.78% |
| 2022 | -1.31% | 0.36% | -1.21% | -3.91% | 1.78% | -3.50% | -1.29% | -2.88% | -6.88% | 1.01% | 9.61% | 3.40% | -5.62% |
| 2021 | -3.05% | -0.56% | -0.23% | 0.91% | 0.90% | -2.11% | -1.93% | -0.58% | -2.10% | 0.83% | -0.71% | -0.48% | -8.82% |
Benchmark Metrics
Korean Won/US Dollar FX has an annualized alpha of -5.16%, beta of 0.17, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since August 15, 2007.
- This currency participated in 55.64% of S&P 500 Index downside but only 14.01% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.17 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
- -5.16%
- Beta
- 0.17
- R²
- 0.08
- Upside Capture
- 14.01%
- Downside Capture
- 55.64%
Return for Risk
Risk / Return Rank
KRWUSD=X ranks 24 for risk / return — below 24% of currencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Korean Won/US Dollar FX (KRWUSD=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.
| KRWUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.29 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.21 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.99 | 9.61 | -10.60 |
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 Korean Won/US Dollar 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 Korean Won/US Dollar FX was 42.81%, occurring on Mar 2, 2009. The portfolio has not yet recovered.
The current Korean Won/US Dollar FX drawdown is 39.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -42.81%Mar 2009 | 1y 4mo | — | 18y 8moNov 2007 - now |
2007 pullback2007 | -1.87%Aug 2007 | 1d | 26d | 27dAug 2007 - Sep 2007 |
Financial crisis2007–2009 | -0.55%Oct 2007 | 5d | 17d | 22dOct 2007 - Oct 2007 |
2007 pullback2007 | -0.28%Sep 2007 | 1d | 1d | 2dSep 2007 - Sep 2007 |
Financial crisis2007–2009 | -0.09%Oct 2007 | 0s | 1d | 1dOct 2007 - Oct 2007 |
Drawdown Indicators
| KRWUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -56.78% | +13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -9.10% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -18.90% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -25.43% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -33.92% | +1.40% |
Current DrawdownCurrent decline from peak | -39.43% | -1.24% | -38.19% |
Average DrawdownAverage peak-to-trough decline | -23.47% | -10.71% | -12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 2.09% | +3.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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