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Performance

PLNUSD=X Performance Chart

PLN/USD (PLNUSD=X) is down 1.6% since the beginning of the year. PLNUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of PLNUSD=X shares 5 years ago would now be looking at an investment worth $1,005.


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S&P 500 Index

Returns By Period

PLN/USD (PLNUSD=X) has returned -1.61% so far this year and 2.98% over the past 12 months. Over the last ten years, PLNUSD=X has returned 0.58% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


PLN/USD

1D
-0.24%
1M
-0.22%
YTD
-1.61%
6M
-0.75%
1Y
2.98%
3Y*
4.76%
5Y*
0.09%
10Y*
0.58%

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)

PLNUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2007, PLNUSD=X's average daily return is 0.00%, while the average monthly return is -0.05%.

Historically, 51% of months were positive and 49% were negative. The best month was Jul 2010 with a return of +10.4%, while the worst month was Jan 2009 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PLNUSD=X closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +6.2%, while the worst single day was Oct 21, 2008 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.96%-0.53%-3.61%2.29%-0.08%-0.55%-1.61%
20251.58%0.59%4.51%2.50%0.79%3.93%-3.79%3.03%0.03%-1.45%1.11%1.61%15.12%
2024-1.60%0.16%0.42%-2.02%3.04%-2.09%1.57%2.23%0.82%-3.81%-1.65%-1.64%-4.70%
20230.92%-2.57%3.09%3.66%-1.81%4.35%1.54%-2.91%-5.79%3.97%5.26%1.55%11.11%
2022-1.09%-2.63%-0.21%-5.32%3.96%-4.85%-3.19%-1.47%-5.12%3.75%6.37%2.64%-7.74%
20210.11%-0.50%-5.19%4.13%3.59%-3.95%-0.95%0.43%-3.74%-0.15%-2.93%1.76%-7.60%

Benchmark Metrics

PLN/USD has an annualized alpha of -3.58%, beta of 0.27, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since July 03, 2007.

  • This currency participated in 60.42% of S&P 500 Index downside but only 25.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.27 may look defensive, but with R2 of 0.15 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 0.15 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
-3.58%
Beta
0.27
0.15
Upside Capture
25.64%
Downside Capture
60.42%

Return for Risk

Risk / Return Rank

PLNUSD=X ranks 65 for risk / return — better than 65% 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.


PLNUSD=X Risk / Return Rank: 6565
Overall Rank
PLNUSD=X Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PLNUSD=X Sortino Ratio Rank: 6464
Sortino Ratio Rank
PLNUSD=X Omega Ratio Rank: 6464
Omega Ratio Rank
PLNUSD=X Calmar Ratio Rank: 6464
Calmar Ratio Rank
PLNUSD=X Martin Ratio Rank: 6666
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 PLN/USD (PLNUSD=X) and compare them to S&P 500 Index.


PLNUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

1.06

1.41

-0.34

Calmar ratioReturn relative to maximum drawdown

0.34

2.93

-2.58

Martin ratioReturn relative to average drawdown

0.88

13.52

-12.64

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 PLN/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 PLN/USD was 59.63%, occurring on Oct 10, 2022. The portfolio has not yet recovered.

The current PLN/USD drawdown is 44.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-59.63%Oct 2022
14y 2mo
17y 10moJul 2008 - now
Financial crisis2007–2009
-5.07%Jan 2008
6d1mo 5d
1mo 11dJan 2008 - Feb 2008
2007 pullback2007
-5.00%Aug 2007
1mo 2d22d
1mo 24dJul 2007 - Sep 2007
Financial crisis2007–2009
-4.71%May 2008
8d1mo 27d
2mo 5dApr 2008 - Jun 2008
Financial crisis2007–2009
-4.03%Dec 2007
9d21d
1moDec 2007 - Jan 2008

Drawdown Indicators


PLNUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.63%

-56.78%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-9.10%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-18.90%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.80%

-25.43%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-33.92%

+0.32%

Current Drawdown

Current decline from peak

-44.62%

-0.74%

-43.88%

Average Drawdown

Average peak-to-trough decline

-40.63%

-10.72%

-29.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.97%

+0.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PLNUSD=X

Add PLN/USD 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 PLNUSD=X