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MYR/USD

Performance

MYRUSD=X Performance Chart

MYR/USD (MYRUSD=X) is up 1.3% since the beginning of the year. MYRUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of MYRUSD=X shares 5 years ago would now be looking at an investment worth $1,030.


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S&P 500 Index

Returns By Period

MYR/USD (MYRUSD=X) has returned 1.30% so far this year and 5.95% over the past 12 months. Over the last ten years, MYRUSD=X has returned 0.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


MYR/USD

1D
-1.04%
1M
-1.35%
YTD
1.30%
6M
2.93%
1Y
5.95%
3Y*
4.54%
5Y*
0.60%
10Y*
0.21%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYRUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 15, 2007, MYRUSD=X's average daily return is 0.00%, while the average monthly return is -0.04%.

Historically, 52% of months were positive and 48% were negative. The best month was Mar 2016 with a return of +8.0%, while the worst month was Aug 2015 at -9.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 10 months.

On a daily basis, MYRUSD=X closed higher 43% of trading days. The best single day was Oct 7, 2015 with a return of +3.2%, while the worst single day was Jun 24, 2016 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.97%1.30%-3.90%2.03%0.08%-1.04%1.30%
20250.36%0.00%0.40%2.80%1.38%1.02%-1.18%1.14%0.14%0.42%1.57%1.72%10.17%
2024-2.94%-0.33%0.38%-0.90%1.29%-0.19%2.50%6.55%4.76%-5.82%-1.49%-0.58%2.67%
20233.27%-4.96%1.75%-0.84%-3.61%-1.11%3.51%-2.80%-1.21%-1.46%2.29%1.49%-4.02%
2022-0.46%-0.29%-0.17%-3.41%-0.57%-0.66%-0.97%-0.58%-3.45%-1.95%6.35%0.94%-5.43%
2021-0.48%-0.32%-2.19%1.25%-0.70%-0.66%-1.66%1.52%-0.67%1.09%-1.45%0.84%-3.46%

Benchmark Metrics

MYR/USD has an annualized alpha of -1.48%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 18, 2007.

  • This currency participated in 34.12% of S&P 500 Index downside but only 12.35% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 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
-1.48%
Beta
0.05
0.02
Upside Capture
12.35%
Downside Capture
34.12%

Return for Risk

Risk / Return Rank

MYRUSD=X ranks 80 for risk / return — better than 80% of currencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MYRUSD=X Risk / Return Rank: 8080
Overall Rank
MYRUSD=X Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MYRUSD=X Sortino Ratio Rank: 8484
Sortino Ratio Rank
MYRUSD=X Omega Ratio Rank: 7979
Omega Ratio Rank
MYRUSD=X Calmar Ratio Rank: 7575
Calmar Ratio Rank
MYRUSD=X Martin Ratio Rank: 8383
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 MYR/USD (MYRUSD=X) and compare them to S&P 500 Index.


MYRUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratioReturn relative to maximum drawdown

1.17

2.93

-1.76

Martin ratioReturn relative to average drawdown

4.02

13.52

-9.51

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 MYR/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 MYR/USD was 38.70%, occurring on Feb 20, 2024. The portfolio has not yet recovered.

The current MYR/USD drawdown is 26.60%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-38.70%Feb 2024
12y 6mo
14y 10moAug 2011 - now
Financial crisis2007–2009
-16.55%Mar 2009
10mo 14d1y 5mo
2y 3moApr 2008 - Aug 2010
2007 pullback2007
-3.30%Sep 2007
1mo 18d20d
2mo 8dJul 2007 - Oct 2007
2011 pullback2011
-3.24%May 2011
22d2mo 2d
2mo 24dMay 2011 - Jul 2011
Financial crisis2007–2009
-2.72%Dec 2007
3d14d
17dDec 2007 - Dec 2007

Drawdown Indicators


MYRUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-56.78%

+18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-9.10%

+5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-18.90%

+10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

-25.43%

+11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-19.47%

-33.92%

+14.45%

Current Drawdown

Current decline from peak

-26.60%

-0.74%

-25.86%

Average Drawdown

Average peak-to-trough decline

-20.66%

-10.72%

-9.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.97%

-0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MYRUSD=X

Add MYR/USD 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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