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Performance
KRWUSD=X Performance Chart
Korean Won/US Dollar FX (KRWUSD=X) is down 7.7% 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 $711.
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Returns By Period
Korean Won/US Dollar FX (KRWUSD=X) has returned -7.68% so far this year and -13.22% over the past 12 months.
Korean Won/US Dollar FX
- 1D
- -1.70%
- 1M
- -7.41%
- YTD
- -7.68%
- 6M
- -5.49%
- 1Y
- -13.22%
- 3Y*
- -5.96%
- 5Y*
- -6.60%
- 10Y*
- -2.97%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KRWUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 2, 2007, KRWUSD=X's average daily return is -0.01%, while the average monthly return is -0.18%.
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% | -3.41% | -7.68% | ||||||
| 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 -33.40%, beta of 0.33, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since July 03, 2007.
- This currency participated in 115.08% of S&P 500 Index downside but only -55.52% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.33 may look defensive, but with R2 of 0.16 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 0.16 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
- -33.40%
- Beta
- 0.33
- R²
- 0.16
- Upside Capture
- -55.52%
- Downside Capture
- 115.08%
Return for Risk
Risk / Return Rank
KRWUSD=X ranks 7 for risk / return — in the bottom 7% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
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.
| KRWUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.83 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | — | — |
| Martin ratioReturn relative to average drawdown | -1.57 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 42.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -42.81%Mar 2009 | 1y 4mo | — | 18y 7moNov 2007 - now |
2007 pullback2007 | -3.86%Aug 2007 | 23d | 1mo 15d | 2mo 8dJul 2007 - Oct 2007 |
Financial crisis2007–2009 | -0.55%Oct 2007 | 5d | 17d | 22dOct 2007 - Oct 2007 |
2007 pullback2007 | -0.46%Jul 2007 | 0s | 7d | 7dJul 2007 - Jul 2007 |
2007 pullback2007 | -0.18%Jul 2007 | 0s | 3d | 3dJul 2007 - Jul 2007 |
Drawdown Indicators
| KRWUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -9.10% | -33.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | — | — |
Current DrawdownCurrent decline from peak | -42.35% | -2.97% | -39.38% |
Average DrawdownAverage peak-to-trough decline | -23.23% | -1.13% | -22.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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