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USD/PHP

Performance

PHP=X Performance Chart

USD/PHP (PHP=X) is up 3.0% since the beginning of the year. PHP=X is currently trading at ₱61 per share. Investors who bought ₱1,000 worth of PHP=X shares 5 years ago would now be looking at an investment worth ₱1,246.


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S&P 500 Index

Returns By Period

USD/PHP (PHP=X) has returned 2.96% so far this year and 6.91% over the past 12 months. Over the last ten years, PHP=X has returned 2.70% per year, falling short of the S&P 500 Index benchmark, which averaged 16.68% annually.


USD/PHP

1D
0.48%
1M
-1.65%
YTD
2.96%
6M
3.22%
1Y
6.91%
3Y*
2.81%
5Y*
4.49%
10Y*
2.70%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
-1.43%
YTD
11.60%
6M
13.95%
1Y
32.60%
3Y*
22.28%
5Y*
17.28%
10Y*
16.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHP=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 19, 2007, PHP=X's average daily return is +0.01%, while the average monthly return is +0.15%. At this rate, an investment would double in approximately 38.5 years.

Historically, 48% of months were positive and 52% were negative. The best month was Mar 2026 with a return of +5.3%, while the worst month was Aug 2024 at -3.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PHP=X closed higher 48% of trading days. The best single day was Dec 25, 2015 with a return of +4.1%, while the worst single day was Dec 24, 2015 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.07%-2.04%5.29%0.90%0.80%-1.93%2.96%
20250.39%-0.85%-1.22%-2.63%0.01%0.90%3.45%-1.64%1.82%0.66%-0.35%0.53%0.93%
20241.61%-0.12%-0.01%2.97%1.25%-0.17%-0.10%-3.72%-0.19%3.80%0.66%-0.58%5.32%
2023-1.67%1.36%-2.14%2.06%1.70%-1.79%-1.05%3.41%0.07%0.22%-2.27%-0.27%-0.56%
2022-0.50%0.29%1.13%1.25%0.13%4.62%0.69%1.59%4.66%-1.12%-3.25%-1.31%8.16%
20210.06%1.99%-0.79%-0.62%-1.33%2.57%2.20%-0.62%3.04%-1.27%-0.32%2.05%7.02%

Benchmark Metrics

USD/PHP has an annualized alpha of 0.82%, beta of 0.04, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 19, 2007.

  • This currency captured 3.09% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.02%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.04 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
0.82%
Beta
0.04
0.02
Upside Capture
3.09%
Downside Capture
-1.02%

Return for Risk

Risk / Return Rank

PHP=X ranks 83 for risk / return — in the top 83% 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.


PHP=X Risk / Return Rank: 8383
Overall Rank
PHP=X Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PHP=X Sortino Ratio Rank: 8383
Sortino Ratio Rank
PHP=X Omega Ratio Rank: 8181
Omega Ratio Rank
PHP=X Calmar Ratio Rank: 8686
Calmar Ratio Rank
PHP=X Martin Ratio Rank: 8585
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/PHP (PHP=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.


PHP=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.17

1.48

-0.31

Calmar ratioReturn relative to maximum drawdown

1.70

4.81

-3.11

Martin ratioReturn relative to average drawdown

4.28

15.75

-11.47

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/PHP. 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/PHP was 18.82%, occurring on Jan 21, 2013. Recovery took 1000 trading sessions.

The current USD/PHP drawdown is 1.94%.


Related event

Drawdown

Fall

Recovery

Underwater

2013 correction2013
-18.82%Jan 2013
4y 2mo3y 10mo
8y 4dNov 2008 - Nov 2016
Financial crisis2007–2009
-14.70%Feb 2008
4mo 21d7mo 13d
12mo 4dSep 2007 - Sep 2008
2021 correction2021
-12.47%May 2021
2y 7mo1y 23d
3y 8moOct 2018 - Jun 2022
2023 pullback2023
-9.08%Feb 2023
4mo 7d1y 10mo
2y 2moSep 2022 - Dec 2024
2025 selloff2025
-6.86%May 2025
5mo 7d7mo 24d
1y 26dDec 2024 - Jan 2026

Drawdown Indicators


PHP=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-53.23%

+34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-6.80%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-20.17%

+13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-9.08%

-20.59%

+11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-12.47%

-31.98%

+19.51%

Current Drawdown

Current decline from peak

-1.94%

-4.22%

+2.28%

Average Drawdown

Average peak-to-trough decline

-7.03%

-9.48%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.08%

-1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PHP=X

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

Open Portfolio Analyzer with PHP=X