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PLN/USD (PLNUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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PLN/USD

Popular comparisons: PLNUSD=X vs. TLT, PLNUSD=X vs. DTLA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PLN/USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
1.89%
7.41%
PLNUSD=X (PLN/USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

PLN/USD had a return of 2.20% year-to-date (YTD) and 10.61% in the last 12 months. Over the past 10 years, PLN/USD had an annualized return of -1.44%, while the S&P 500 had an annualized return of 10.67%, indicating that PLN/USD did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.20%15.38%
1 month2.41%5.03%
6 months2.33%6.71%
1 year10.61%23.24%
5 years (annualized)0.36%13.10%
10 years (annualized)-1.44%10.67%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.65%0.16%0.56%-1.27%1.93%-1.90%1.57%2.14%2.20%
20231.05%-2.52%2.98%3.63%-1.54%4.15%1.50%-2.96%-5.74%3.94%5.27%1.68%11.35%
2022-1.01%-2.73%-0.17%-5.09%3.63%-4.70%-3.14%-1.48%-5.31%3.87%6.45%2.38%-7.84%
20210.26%-0.56%-5.06%4.07%3.53%-3.92%-0.95%0.54%-3.76%-0.20%-2.95%1.77%-7.44%
2020-2.09%-1.36%-4.99%-0.50%4.20%0.72%5.50%1.80%-4.75%-2.24%5.27%0.56%1.44%
20190.45%-1.68%-1.21%0.31%-0.34%2.68%-3.58%-2.75%-0.72%4.93%-2.48%3.33%-1.42%
20184.04%-2.31%0.07%-2.46%-4.95%-1.37%2.32%-1.35%0.52%-3.91%1.23%1.40%-6.93%
20174.52%-1.68%2.48%2.58%4.18%0.41%3.00%0.79%-2.28%0.26%3.13%1.41%20.21%
2016-3.84%2.00%7.28%-2.27%-3.17%-0.04%1.06%-0.20%2.23%-2.52%-6.78%0.55%-6.24%
2015-4.32%-0.11%-2.34%5.43%-3.89%-0.41%-0.26%-0.08%-0.64%-1.60%-4.44%2.99%-9.67%
2014-4.17%4.63%-0.45%-0.21%-0.18%0.03%-2.67%-2.59%-3.17%-1.95%0.37%-5.11%-14.74%
20130.06%-2.66%-2.63%3.13%-3.95%-0.92%3.92%-1.02%3.49%1.22%-0.37%2.45%2.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PLNUSD=X is 65, suggesting that the investment has average results relative to other currencies in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PLNUSD=X is 6565
PLNUSD=X (PLN/USD)
The Sharpe Ratio Rank of PLNUSD=X is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of PLNUSD=X is 6464Sortino Ratio Rank
The Omega Ratio Rank of PLNUSD=X is 6262Omega Ratio Rank
The Calmar Ratio Rank of PLNUSD=X is 6060Calmar Ratio Rank
The Martin Ratio Rank of PLNUSD=X is 7272Martin 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 PLN/USD (PLNUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PLNUSD=X
Sharpe ratio
The chart of Sharpe ratio for PLNUSD=X, currently valued at 0.41, compared to the broader market-1.00-0.500.000.501.001.500.41
Sortino ratio
The chart of Sortino ratio for PLNUSD=X, currently valued at 0.61, compared to the broader market0.0050.00100.00150.00200.00250.00300.000.61
Omega ratio
The chart of Omega ratio for PLNUSD=X, currently valued at 1.08, compared to the broader market20.0040.0060.0080.001.08
Calmar ratio
The chart of Calmar ratio for PLNUSD=X, currently valued at 0.06, compared to the broader market0.00200.00400.00600.000.06
Martin ratio
The chart of Martin ratio for PLNUSD=X, currently valued at 1.45, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.001.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.00-0.500.000.501.001.501.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.0050.00100.00150.00200.00250.00300.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market20.0040.0060.0080.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.00200.00400.00600.001.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.48, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.008.48

Sharpe Ratio

The current PLN/USD Sharpe ratio is 0.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PLN/USD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.41
1.78
PLNUSD=X (PLN/USD)
Benchmark (^GSPC)

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-55.26%
-2.89%
PLNUSD=X (PLN/USD)
Benchmark (^GSPC)

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 65.59%, occurring on Oct 10, 2022. The portfolio has not yet recovered.

The current PLN/USD drawdown is 55.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.59%Jun 18, 19938252Oct 10, 2022

Volatility

Volatility Chart

The current PLN/USD volatility is 2.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.30%
4.56%
PLNUSD=X (PLN/USD)
Benchmark (^GSPC)