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MYR/USD (MYRUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

MYR/USD (MYRUSD=X) returned 3.85% year-to-date (YTD) and 9.95% over the past 12 months. Over the past 10 years, MYRUSD=X returned -1.85% annually, underperforming the S&P 500 benchmark at 10.77%.


MYRUSD=X

YTD

3.85%

1M

2.70%

6M

3.06%

1Y

9.95%

5Y*

0.15%

10Y*

-1.85%

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

The table below presents the monthly returns of MYRUSD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.31%-0.09%0.54%2.93%0.13%3.85%
2024-2.81%-0.33%0.47%-1.04%1.38%-0.19%2.64%6.34%4.80%-5.90%-1.49%-0.53%2.81%
20233.31%-4.95%1.71%-1.06%-3.39%-1.11%3.55%-2.80%-1.21%-1.46%2.24%1.35%-4.14%
2022-0.46%-0.34%-0.13%-3.41%-0.57%-0.66%-0.97%-0.53%-3.49%-1.95%6.24%0.98%-5.46%
2021-0.48%-0.28%-2.19%1.20%-0.70%-0.62%-1.66%1.56%-0.71%1.09%-1.49%0.88%-3.42%
2020-0.12%-2.78%-2.40%0.43%-1.16%1.48%1.07%1.65%0.29%0.04%2.00%1.22%1.60%
20190.95%0.70%-0.37%-1.27%-1.32%1.34%0.21%-1.94%0.50%0.21%-0.00%2.13%1.07%
20183.76%-0.43%1.37%-1.47%-1.49%-1.43%-0.65%-1.06%-0.70%-1.12%-0.04%1.26%-2.10%
20171.30%-0.27%0.36%1.95%1.39%-0.26%0.26%0.26%1.15%-0.25%3.47%1.06%10.86%
20163.35%-1.20%7.70%-0.04%-5.35%2.48%-1.05%0.49%-2.07%-1.41%-6.08%-0.45%-4.29%
2015-3.71%0.54%-2.49%3.96%-2.81%-2.90%-1.13%-8.97%-4.61%2.37%0.86%-0.81%-18.57%
2014-2.03%2.11%0.39%0.07%1.44%0.16%0.45%1.44%-3.91%-0.33%-2.73%-3.25%-6.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, MYRUSD=X is among the top 10% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MYRUSD=X is 9090
Overall Rank
The Sharpe Ratio Rank of MYRUSD=X is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MYRUSD=X is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MYRUSD=X is 9393
Omega Ratio Rank
The Calmar Ratio Rank of MYRUSD=X is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MYRUSD=X is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MYR/USD (MYRUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MYR/USD Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 1.26
  • 5-Year: 0.04
  • 10-Year: -0.31
  • All Time: -0.09

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of MYR/USD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 38.79%, occurring on Feb 20, 2024. The portfolio has not yet recovered.

The current MYR/USD drawdown is 31.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.79%Aug 2, 20113233Feb 20, 2024
-16%Apr 24, 2008223Mar 2, 2009383Aug 19, 2010606
-3.62%May 29, 200776Sep 11, 200721Oct 10, 200797
-3.26%May 3, 201117May 25, 201144Jul 26, 201161
-3.22%May 18, 2006103Oct 9, 200641Dec 5, 2006144

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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