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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MYR/USD, 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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Returns By Period
MYR/USD (MYRUSD=X) has returned 0.87% so far this year and 10.28% over the past 12 months. Over the last ten years, MYRUSD=X has returned -0.35% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
MYR/USD
- 1D
- 0.10%
- 1M
- -2.88%
- YTD
- 0.87%
- 6M
- 4.66%
- 1Y
- 10.28%
- 3Y*
- 3.12%
- 5Y*
- 0.60%
- 10Y*
- -0.35%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 5, 2007, MYRUSD=X's average daily return is 0.00%, while the average monthly return is -0.04%.
Historically, 51% of months were positive and 49% 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 May 21, 2007 with a return of +4.9%, while the worst single day was May 22, 2007 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.97% | 1.30% | -3.30% | 0.87% | |||||||||
| 2025 | 0.36% | -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% |
| 2023 | 3.27% | -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 -1.51%, beta of 0.05, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since April 06, 2007.
- This currency participated in 34.34% of S&P 500 Index downside but only 12.37% 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
- -1.51%
- Beta
- 0.05
- R²
- 0.02
- Upside Capture
- 12.37%
- Downside Capture
- 34.34%
Return for Risk
Risk / Return Rank
MYRUSD=X ranks 88 for risk / return — in the top 88% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MYR/USD (MYRUSD=X) and compare them to a chosen benchmark (S&P 500 Index).
| MYRUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.90 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.39 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.40 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.36 | 6.61 | -0.24 |
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 MYRUSD=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 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 26.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.7% | Aug 2, 2011 | 3265 | Feb 20, 2024 | — | — | — |
| -16.55% | Apr 24, 2008 | 225 | Mar 4, 2009 | 381 | Aug 19, 2010 | 606 |
| -8.07% | May 22, 2007 | 81 | Sep 11, 2007 | 101 | Jan 30, 2008 | 182 |
| -4.21% | May 2, 2007 | 1 | May 2, 2007 | 13 | May 21, 2007 | 14 |
| -3.24% | May 3, 2011 | 17 | May 25, 2011 | 44 | Jul 26, 2011 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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