Highlights
- Avg. Volume (1M)
- 44K
- Avg. Volume Value (1M)
- $2.53K
Share Price Chart
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Performance
MXNUSD=X Performance Chart
MXN/USD (MXNUSD=X) is up 4.1% since the beginning of the year. MXNUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of MXNUSD=X shares 5 years ago would now be looking at an investment worth $1,150.
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Returns By Period
MXN/USD (MXNUSD=X) has returned 4.08% so far this year and 8.95% over the past 12 months. Over the last ten years, MXNUSD=X has returned 0.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
MXN/USD
- 1D
- 0.15%
- 1M
- 0.93%
- 6M
- 0.99%
- YTD
- 4.08%
- 1Y
- 8.95%
- 3Y*
- 0.06%
- 5Y*
- 2.83%
- 10Y*
- 0.90%
- ALL TIME*
- -2.31%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
MXNUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 11, 2007, MXNUSD=X's average daily return is -0.01%, while the average monthly return is -0.13%.
Historically, 53% of months were positive and 47% were negative. The best month was May 2020 with a return of +8.9%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, MXNUSD=X closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +7.1%, while the worst single day was Oct 9, 2008 at -8.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.15% | 1.38% | -3.88% | 2.60% | 0.81% | -0.94% | 0.91% | 0.15% | 4.08% | ||||
| 2025 | 0.63% | 0.63% | 0.51% | 4.41% | 0.86% | 3.72% | -0.69% | 1.31% | 1.71% | -1.39% | 1.64% | 1.46% | 15.65% |
| 2024 | -1.42% | 0.98% | 2.95% | -3.41% | 0.77% | -7.17% | -1.52% | -5.65% | 0.18% | -1.70% | -1.70% | -2.20% | -18.53% |
| 2023 | 3.43% | 2.94% | 1.56% | 0.18% | 1.76% | 3.22% | 2.33% | -1.47% | -2.47% | -3.61% | 3.97% | 2.40% | 14.83% |
| 2022 | -0.54% | 0.83% | 2.98% | -2.72% | 3.87% | -2.27% | -1.21% | 1.08% | 0.02% | 1.57% | 2.98% | -1.18% | 5.29% |
| 2021 | -3.42% | -1.32% | 2.14% | 0.95% | 1.48% | 0.00% | 0.34% | -0.99% | -2.72% | 0.36% | -4.10% | 4.47% | -3.10% |
Benchmark Metrics
MXN/USD has an annualized alpha of -5.39%, beta of 0.35, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since September 11, 2007.
- This currency participated in 55.87% of S&P 500 Index downside but only 19.32% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.35 may look defensive, but with R2 of 0.28 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 0.28 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
- -5.39%
- Beta
- 0.35
- R²
- 0.28
- Upside Capture
- 19.32%
- Downside Capture
- 55.87%
Return for Risk
Risk / Return Rank
MXNUSD=X ranks 89 for risk / return — above 89% of currencies peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for MXN/USD (MXNUSD=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.
| MXNUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.00 | -0.71 |
| Martin ratioReturn relative to average drawdown | 4.47 | 8.49 | -4.02 |
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 MXN/USD. 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 MXN/USD was 61.16%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current MXN/USD drawdown is 43.01%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-61.16%Mar 2020 | 11y 7mo | — | 18y 2dAug 2008 - now | COVID crash2020 |
-3.32%Nov 2007 | 25d | 4mo 6d | 5mo 1dNov 2007 - Mar 2008 | Financial crisis2007–2009 |
-1.37%Jun 2008 | 5d | 9d | 14dJun 2008 - Jun 2008 | Financial crisis2007–2009 |
-1.33%May 2008 | 13d | 8d | 21dApr 2008 - May 2008 | Financial crisis2007–2009 |
-1.16%Jul 2008 | 9d | 14d | 23dJun 2008 - Jul 2008 | Financial crisis2007–2009 |
Drawdown Indicators
| MXNUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.16% | -56.78% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.52% | -9.10% | +3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.70% | -18.90% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -25.43% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -31.20% | -33.92% | +2.72% |
Current DrawdownCurrent decline from peak | -43.01% | -1.58% | -41.43% |
Average DrawdownAverage peak-to-trough decline | -37.20% | -10.70% | -26.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.14% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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