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USD/MYR

Performance

MYR=X Performance Chart

USD/MYR (MYR=X) is up 0.3% since the beginning of the year. MYR=X is currently trading at MYR 4 per share. Investors who bought MYR 1,000 worth of MYR=X shares 5 years ago would now be looking at an investment worth MYR 991.


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S&P 500 Index

Returns By Period

USD/MYR (MYR=X) has returned 0.32% so far this year and -3.87% over the past 12 months. Over the last ten years, MYR=X has returned -0.03% per year, falling short of the S&P 500 Index benchmark, which averaged 13.25% annually.


USD/MYR

1D
0.05%
1M
3.80%
YTD
0.32%
6M
-1.14%
1Y
-3.87%
3Y*
-4.12%
5Y*
-0.18%
10Y*
-0.03%

Benchmark (S&P 500 Index)

1D
-1.40%
1M
1.71%
YTD
6.45%
6M
4.27%
1Y
15.62%
3Y*
14.23%
5Y*
11.13%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYR=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 5, 2007, MYR=X's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 49% of months were positive and 51% were negative. The best month was Aug 2015 with a return of +9.9%, while the worst month was Mar 2016 at -7.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, MYR=X closed higher 48% of trading days. The best single day was Jun 18, 2010 with a return of +5.2%, while the worst single day was Jun 21, 2010 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.88%-1.29%4.06%-1.95%-0.10%2.67%0.32%
2025-0.40%0.22%-0.56%-2.77%-1.37%-1.01%1.19%-0.86%-0.41%-0.52%-1.29%-1.79%-9.22%
20243.10%0.32%-0.42%1.02%-1.38%0.23%-2.61%-5.97%-4.56%6.16%1.49%0.63%-2.55%
2023-3.11%5.21%-1.67%1.09%3.48%1.13%-3.39%2.88%1.22%1.46%-2.20%-1.55%4.20%
20220.48%0.29%0.17%3.55%0.57%0.66%0.95%0.58%3.60%1.96%-5.99%-0.97%5.67%
20210.50%0.30%2.30%-1.25%0.71%0.68%1.64%-1.49%0.72%-1.10%1.47%-0.86%3.58%

Benchmark Metrics

USD/MYR has an annualized alpha of 0.24%, beta of 0.07, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 05, 2007.

  • This currency participated in 12.08% of S&P 500 Index downside but only 8.04% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.05 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 0.05 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
0.24%
Beta
0.07
0.05
Upside Capture
8.04%
Downside Capture
12.08%

Return for Risk

Risk / Return Rank

MYR=X ranks 26 for risk / return — below 26% 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.


MYR=X Risk / Return Rank: 2626
Overall Rank
MYR=X Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MYR=X Sortino Ratio Rank: 2222
Sortino Ratio Rank
MYR=X Omega Ratio Rank: 2020
Omega Ratio Rank
MYR=X Calmar Ratio Rank: 3434
Calmar Ratio Rank
MYR=X Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USD/MYR (MYR=X) and compare them to S&P 500 Index.


MYR=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.96

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

0.88

1.24

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.33

1.35

-1.68

Martin ratioReturn relative to average drawdown

-0.58

3.89

-4.47

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/MYR. 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/MYR was 21.73%, occurring on Aug 1, 2011. Recovery took 1001 trading sessions.

The current USD/MYR drawdown is 15.14%.


Related event

Drawdown

Fall

Recovery

Underwater

2011 bear market2011
-21.73%Aug 2011
2y 4mo3y 10mo
6y 3moMar 2009 - Jun 2015
2026 correction2026
-19.04%Feb 2026
2y 6d
2y 3moFeb 2024 - now
2018 correction2018
-14.15%Apr 2018
1y 2mo4y 5mo
5y 8moJan 2017 - Sep 2022
2016 correction2016
-13.88%Apr 2016
6mo 22d7mo 9d
1y 1moSep 2015 - Nov 2016
Financial crisis2007–2009
-10.87%Apr 2008
7mo 14d5mo 26d
1y 1moSep 2007 - Oct 2008

Drawdown Indicators


MYR=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

-52.98%

+31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-11.66%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-17.97%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-19.56%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-19.04%

-29.60%

+10.56%

Current Drawdown

Current decline from peak

-15.14%

-2.82%

-12.32%

Average Drawdown

Average peak-to-trough decline

-9.01%

-10.49%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

4.03%

+0.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MYR=X

Add USD/MYR to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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