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Performance
Performance Chart
The chart shows the growth of an initial investment of MX$10,000 in USD/MXN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
MXN=X is traded in MXN, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to MXN using the latest available exchange rates.
Returns By Period
USD/MXN (MXN=X) has returned -0.66% so far this year and -12.56% over the past 12 months. Over the last ten years, MXN=X has returned 0.33% per year, falling short of the S&P 500 Index benchmark, which averaged 12.52% annually.
USD/MXN
- 1D
- -1.14%
- 1M
- 3.62%
- YTD
- -0.66%
- 6M
- -2.29%
- 1Y
- -12.56%
- 3Y*
- -0.22%
- 5Y*
- -2.48%
- 10Y*
- 0.33%
Benchmark (S&P 500 Index)
- 1D
- 1.74%
- 1M
- -1.32%
- YTD
- -5.26%
- 6M
- -4.63%
- 1Y
- 1.72%
- 3Y*
- 16.43%
- 5Y*
- 7.46%
- 10Y*
- 12.52%
Monthly Returns
Based on dividend-adjusted daily data since May 3, 2007, MXN=X's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, your investment would double in approximately 20.7 years.
Historically, 48% of months were positive and 52% were negative. The best month was Mar 2020 with a return of +20.6%, while the worst month was May 2020 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MXN=X closed higher 48% of trading days. The best single day was Oct 9, 2008 with a return of +9.6%, while the worst single day was Oct 13, 2008 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.06% | -1.43% | 3.97% | -0.66% | |||||||||
| 2025 | -1.08% | -0.57% | -0.34% | -4.28% | -0.80% | -3.51% | 0.66% | -1.15% | -1.84% | 1.43% | -1.54% | -1.51% | -13.73% |
| 2024 | 1.48% | -0.95% | -2.92% | 3.52% | -0.87% | 7.74% | 1.71% | 5.84% | -0.11% | 1.75% | 1.72% | 2.48% | 23.05% |
| 2023 | -3.26% | -2.78% | -1.61% | -0.12% | -1.69% | -3.23% | -2.21% | 1.77% | 2.24% | 3.60% | -3.65% | -2.39% | -12.84% |
| 2022 | 0.63% | -0.80% | -2.98% | 2.79% | -3.72% | 2.26% | 1.24% | -1.02% | 0.00% | -1.67% | -2.73% | 1.07% | -5.07% |
| 2021 | 3.21% | 1.29% | -2.09% | -0.98% | -1.32% | -0.06% | -0.27% | 0.93% | 2.84% | -0.50% | 4.43% | -4.40% | 2.80% |
Benchmark Metrics
USD/MXN has an annualized alpha of 2.38%, beta of 0.10, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 04, 2007.
- This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (12.51%) than losses (6.55%) — typical of diversified or defensive assets.
- Beta of 0.10 may look defensive, but with R² of 0.02 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 0.02 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
- 2.38%
- Beta
- 0.10
- R²
- 0.02
- Upside Capture
- 12.51%
- Downside Capture
- 6.55%
Return for Risk
Risk / Return Rank
MXN=X ranks 14 for risk / return — in the bottom 14% 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 USD/MXN (MXN=X) and compare them to a chosen benchmark (S&P 500 Index).
| MXN=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.20 | 0.11 | -1.31 |
Sortino ratioReturn per unit of downside risk | -1.64 | 0.27 | -1.91 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.04 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.25 | -0.72 |
Martin ratioReturn relative to average drawdown | -0.86 | 0.71 | -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. | |||
Explore MXN=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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/MXN. 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/MXN was 35.64%, occurring on Apr 8, 2024. The portfolio has not yet recovered.
The current USD/MXN drawdown is 29.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.64% | Mar 24, 2020 | 1055 | Apr 8, 2024 | — | — | — |
| -26.04% | Mar 10, 2009 | 559 | Apr 29, 2011 | 1007 | Mar 10, 2015 | 1566 |
| -20.38% | Jan 20, 2017 | 128 | Jul 18, 2017 | 694 | Mar 16, 2020 | 822 |
| -11.91% | Aug 16, 2007 | 253 | Aug 4, 2008 | 44 | Oct 3, 2008 | 297 |
| -10.35% | Feb 12, 2016 | 56 | Apr 29, 2016 | 41 | Jun 27, 2016 | 97 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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