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Performance
SGD=X Performance Chart
USD/SGD (SGD=X) is up 0.2% since the beginning of the year. SGD=X is currently trading at SGD 1 per share. Investors who bought SGD 1,000 worth of SGD=X shares 5 years ago would now be looking at an investment worth SGD 971.
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Returns By Period
USD/SGD (SGD=X) has returned 0.15% so far this year and 0.08% over the past 12 months. Over the last ten years, SGD=X has returned -0.51% per year, falling short of the S&P 500 Index benchmark, which averaged 12.62% annually.
USD/SGD
- 1D
- 0.03%
- 1M
- 1.50%
- YTD
- 0.15%
- 6M
- -0.42%
- 1Y
- 0.08%
- 3Y*
- -1.41%
- 5Y*
- -0.59%
- 10Y*
- -0.51%
Benchmark (S&P 500 Index)
- 1D
- -1.59%
- 1M
- -0.52%
- YTD
- 6.29%
- 6M
- 5.05%
- 1Y
- 20.40%
- 3Y*
- 17.44%
- 5Y*
- 10.68%
- 10Y*
- 12.62%
SGD=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 23, 2007, SGD=X's average daily return is 0.00%, while the average monthly return is -0.06%.
Historically, 52% of months were positive and 48% were negative. The best month was Sep 2011 with a return of +8.6%, while the worst month was Dec 2008 at -5.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SGD=X closed higher 49% of trading days. The best single day was Sep 21, 2011 with a return of +2.7%, while the worst single day was Oct 27, 2011 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.13% | -0.50% | 1.78% | -1.11% | 0.36% | 0.78% | 0.15% | ||||||
| 2025 | -0.48% | -0.53% | -0.64% | -2.71% | -1.21% | -1.51% | 2.12% | -1.16% | 0.50% | 0.88% | -0.41% | -0.77% | -5.84% |
| 2024 | 1.54% | 0.43% | 0.30% | 1.17% | -1.05% | 0.30% | -1.42% | -2.22% | -1.65% | 2.71% | 1.47% | 1.96% | 3.47% |
| 2023 | -2.02% | 2.62% | -1.27% | 0.22% | 1.30% | 0.04% | -1.67% | 1.63% | 1.11% | 0.28% | -2.40% | -1.32% | -1.60% |
| 2022 | 0.21% | 0.26% | 0.01% | 2.07% | -0.94% | 1.39% | -0.62% | 1.17% | 2.79% | -1.37% | -3.86% | -1.49% | -0.55% |
| 2021 | 0.56% | 0.30% | 0.90% | -1.01% | -0.74% | 1.82% | 0.67% | -0.70% | 0.98% | -0.67% | 1.13% | -1.14% | 2.06% |
Benchmark Metrics
USD/SGD has an annualized alpha of -0.37%, beta of -0.04, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 23, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -3.82%), but participation in market rallies was also limited (-4.75%) - a profile typical of counter-cyclical 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
- -0.37%
- Beta
- -0.04
- R²
- 0.02
- Upside Capture
- -4.75%
- Downside Capture
- -3.82%
Return for Risk
Risk / Return Rank
SGD=X ranks 53 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/SGD (SGD=X) and compare them to S&P 500 Index.
| SGD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 2.35 | -2.29 |
| Martin ratioReturn relative to average drawdown | 0.11 | 9.37 | -9.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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/SGD. 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/SGD was 22.79%, occurring on Aug 16, 2011. The portfolio has not yet recovered.
The current USD/SGD drawdown is 17.20%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -22.79%Aug 2011 | 2y 5mo | — | 17y 3moMar 2009 - now |
Financial crisis2007–2009 | -12.12%Jul 2008 | 11mo 3d | 7mo 16d | 1y 6moAug 2007 - Feb 2009 |
2007 pullback2007 | -0.46%Aug 2007 | 5d | 1d | 6dAug 2007 - Aug 2007 |
2007 pullback2007 | -0.20%Jul 2007 | 0s | 1d | 1dJul 2007 - Jul 2007 |
2007 pullback2007 | -0.12%Aug 2007 | 0s | 1d | 1dAug 2007 - Aug 2007 |
Drawdown Indicators
| SGD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.79% | -54.89% | +32.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.69% | -8.73% | +5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -8.28% | -18.87% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -12.46% | -21.97% | +9.51% |
Max Drawdown (10Y)Largest decline over 10 years | -13.76% | -30.85% | +17.09% |
Current DrawdownCurrent decline from peak | -17.20% | -3.98% | -13.22% |
Average DrawdownAverage peak-to-trough decline | -13.40% | -12.01% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.19% | -0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with SGD=X
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