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Performance
KZT=X Performance Chart
USD/KZT (KZT=X) is down 3.8% since the beginning of the year. KZT=X is currently trading at KZT 487 per share. Investors who bought KZT 1,000 worth of KZT=X shares 5 years ago would now be looking at an investment worth KZT 1,140.
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Returns By Period
USD/KZT (KZT=X) has returned -3.83% so far this year and -6.08% over the past 12 months. Over the last ten years, KZT=X has returned 3.75% per year, falling short of the S&P 500 Index benchmark, which averaged 17.90% annually.
USD/KZT
- 1D
- -0.00%
- 1M
- 3.44%
- YTD
- -3.83%
- 6M
- -5.74%
- 1Y
- -6.08%
- 3Y*
- 2.86%
- 5Y*
- 2.65%
- 10Y*
- 3.75%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- 3.40%
- YTD
- 4.39%
- 6M
- 2.48%
- 1Y
- 16.66%
- 3Y*
- 22.43%
- 5Y*
- 15.24%
- 10Y*
- 17.90%
KZT=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 12, 2007, KZT=X's average daily return is +0.07%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 54% of months were positive and 46% were negative. The best month was Feb 2009 with a return of +46.9%, while the worst month was Jul 2008 at -19.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, KZT=X closed higher 45% of trading days. The best single day was Feb 4, 2009 with a return of +44.2%, while the worst single day was Dec 19, 2008 at -20.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.84% | -0.93% | -4.01% | -3.16% | 4.79% | 0.50% | -3.83% | ||||||
| 2025 | -1.17% | -3.94% | 1.27% | 1.95% | -0.70% | 1.70% | 4.05% | -0.42% | 1.97% | -3.52% | -3.79% | -0.46% | -3.38% |
| 2024 | -0.92% | 0.30% | -1.03% | -1.03% | 1.30% | 5.87% | 0.36% | 1.35% | -0.19% | 1.57% | 5.58% | 1.79% | 15.70% |
| 2023 | -0.46% | -3.30% | 2.11% | -0.66% | -1.21% | 0.94% | -1.39% | 3.10% | 4.27% | -1.91% | -2.39% | -0.81% | -1.98% |
| 2022 | -0.11% | 12.38% | -3.75% | -5.69% | -4.06% | 10.57% | 1.47% | -0.88% | 0.78% | -1.97% | 0.38% | -1.34% | 6.37% |
| 2021 | 0.59% | -1.42% | 1.86% | 1.03% | -0.47% | -0.20% | -0.44% | 0.20% | -0.05% | 0.34% | 2.91% | -1.11% | 3.22% |
Benchmark Metrics
USD/KZT has an annualized alpha of -15.63%, beta of 0.81, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since July 12, 2007.
- This currency participated in 98.15% of S&P 500 Index downside but only 29.07% of its upside - more exposed to losses than it benefited from rallies.
- This currency had an annualized alpha of -15.63% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -15.63%
- Beta
- 0.81
- R²
- 0.70
- Upside Capture
- 29.07%
- Downside Capture
- 98.15%
Return for Risk
Risk / Return Rank
KZT=X ranks 25 for risk / return — below 25% 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 USD/KZT (KZT=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.
| KZT=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.19 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.97 | -1.27 |
| Martin ratioReturn relative to average drawdown | -0.58 | 2.64 | -3.22 |
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/KZT. 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/KZT was 22.39%, occurring on Sep 15, 2008. Recovery took 102 trading sessions.
The current USD/KZT drawdown is 11.14%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -22.39%Sep 2008 | 1y 1mo | 4mo 22d | 1y 5moAug 2007 - Feb 2009 |
2017 bear market2017 | -21.21%Apr 2017 | 1y 3mo | 2y 10mo | 4y 1moJan 2016 - Mar 2020 |
Bear market2022 | -20.58%May 2022 | 2mo 12d | 2y 6mo | 2y 8moMar 2022 - Dec 2024 |
2011 correction2011 | -19.54%May 2011 | 2y 1mo | 2y 8mo | 4y 10moApr 2009 - Feb 2014 |
2007 correction2007 | -18.76%Aug 2007 | 0s | 1d | 1dAug 2007 - Aug 2007 |
Drawdown Indicators
| KZT=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -61.09% | +38.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -17.28% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -19.15% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -28.93% | +8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -28.93% | +8.35% |
Current DrawdownCurrent decline from peak | -11.14% | -3.05% | -8.09% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -10.64% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.40% | 6.33% | +3.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with KZT=X
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