Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- KZT 0.00
Share Price Chart
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Performance
KZT=X Performance Chart
USD/KZT (KZT=X) is down 6.2% since the beginning of the year. KZT=X is currently trading at KZT 475 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 1,118.
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Returns By Period
USD/KZT (KZT=X) has returned -6.21% so far this year and -12.45% over the past 12 months. Over the last ten years, KZT=X has returned 3.04% per year, falling short of the S&P 500 Index benchmark, which averaged 16.34% annually.
USD/KZT
- 1D
- -0.24%
- 1M
- -1.97%
- 6M
- -5.80%
- YTD
- -6.21%
- 1Y
- -12.45%
- 3Y*
- 2.30%
- 5Y*
- 2.26%
- 10Y*
- 3.04%
- ALL TIME*
- 7.28%
Benchmark (S&P 500 Index)
- 1D
- -1.75%
- 1M
- -3.61%
- 6M
- -1.23%
- YTD
- 0.24%
- 1Y
- 0.54%
- 3Y*
- 19.57%
- 5Y*
- 13.23%
- 10Y*
- 16.34%
- ALL TIME*
- 16.94%
KZT=X Monthly Returns History
Based on dividend-adjusted daily data since Aug 29, 2007, KZT=X's average daily return is +0.07%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 53% of months were positive and 47% 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 44% 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% | -1.30% | -0.70% | -6.21% | |||||
| 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 -15.45%, beta of 0.80, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since August 29, 2007.
- This currency participated in 97.26% of S&P 500 Index downside but only 28.80% of its upside - more exposed to losses than it benefited from rallies.
- This currency had an annualized alpha of -15.45% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -15.45%
- Beta
- 0.80
- R²
- 0.69
- Upside Capture
- 28.80%
- Downside Capture
- 97.26%
Return for Risk
Risk / Return Rank
KZT=X ranks 11 for risk / return — above 11% of currencies peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return 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 | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.02 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 0.03 | -0.65 |
| Martin ratioReturn relative to average drawdown | -1.06 | 0.08 | -1.15 |
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 22.06%, occurring on Sep 15, 2008. Recovery took 102 trading sessions.
The current USD/KZT drawdown is 13.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.06%Sep 2008 | 1y 12d | 4mo 22d | 1y 5moSep 2007 - Feb 2009 | Financial crisis2007–2009 |
-21.21%Apr 2017 | 1y 3mo | 2y 10mo | 4y 1moJan 2016 - Mar 2020 | — |
-20.58%May 2022 | 2mo 12d | 2y 6mo | 2y 8moMar 2022 - Dec 2024 | Bear market2022 |
-19.54%May 2011 | 2y 1mo | 2y 8mo | 4y 10moApr 2009 - Feb 2014 | — |
-16.44%May 2026 | 7mo 11d | — | 10mo 2dOct 2025 - now | — |
Drawdown Indicators
| KZT=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.06% | -61.09% | +39.03% |
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 | -13.34% | -6.90% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -10.55% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.50% | 6.55% | +2.95% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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