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Performance
SGDUSD=X Performance Chart
SGD/USD (SGDUSD=X) is down 0.1% since the beginning of the year. SGDUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of SGDUSD=X shares 5 years ago would now be looking at an investment worth $1,030.
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Returns By Period
SGD/USD (SGDUSD=X) has returned -0.07% so far this year and -0.03% over the past 12 months. Over the last ten years, SGDUSD=X has returned 0.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.24% annually.
SGD/USD
- 1D
- 0.07%
- 1M
- -1.43%
- YTD
- -0.07%
- 6M
- 0.46%
- 1Y
- -0.03%
- 3Y*
- 1.45%
- 5Y*
- 0.60%
- 10Y*
- 0.52%
Benchmark (S&P 500 Index)
- 1D
- -1.62%
- 1M
- -1.97%
- YTD
- 6.16%
- 6M
- 5.52%
- 1Y
- 20.34%
- 3Y*
- 19.12%
- 5Y*
- 11.34%
- 10Y*
- 13.24%
SGDUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 9, 2007, SGDUSD=X's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.
Historically, 50% of months were positive and 50% were negative. The best month was Dec 2008 with a return of +5.6%, while the worst month was Sep 2011 at -8.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.
On a daily basis, SGDUSD=X closed higher 50% of trading days. The best single day was Oct 27, 2011 with a return of +2.1%, while the worst single day was Sep 21, 2011 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.08% | 0.55% | -1.61% | 1.02% | -0.31% | -0.77% | -0.07% | ||||||
| 2025 | 0.46% | 0.56% | 0.64% | 2.82% | 1.19% | 1.52% | -2.06% | 1.23% | -0.54% | -0.89% | 0.41% | 0.74% | 6.17% |
| 2024 | -1.52% | -0.42% | -0.27% | -1.17% | 1.02% | -0.34% | 1.45% | 2.29% | 1.70% | -2.70% | -1.41% | -1.90% | -3.35% |
| 2023 | 2.07% | -2.55% | 1.25% | -0.28% | -1.23% | -0.01% | 1.75% | -1.62% | -1.11% | -0.29% | 2.45% | 1.34% | 1.64% |
| 2022 | -0.16% | -0.31% | 0.01% | -2.05% | 0.93% | -1.41% | 0.68% | -1.16% | -2.71% | 1.42% | 3.92% | 1.57% | 0.55% |
| 2021 | -0.56% | -0.29% | -0.92% | 1.10% | 0.67% | -1.79% | -0.65% | 0.75% | -1.02% | 0.71% | -1.15% | 1.16% | -2.02% |
Benchmark Metrics
SGD/USD has an annualized alpha of -0.16%, beta of 0.10, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since July 09, 2007.
- This currency participated in 23.09% of S&P 500 Index downside but only 13.33% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 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
- -0.16%
- Beta
- 0.10
- R²
- 0.15
- Upside Capture
- 13.33%
- Downside Capture
- 23.09%
Return for Risk
Risk / Return Rank
SGDUSD=X ranks 51 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 SGD/USD (SGDUSD=X) and compare them to S&P 500 Index.
| SGDUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.25 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.09 | 10.14 | -10.23 |
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 SGD/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 SGD/USD was 17.89%, occurring on Mar 23, 2020. The portfolio has not yet recovered.
The current SGD/USD drawdown is 6.70%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -17.89%Mar 2020 | 8y 7mo | — | 14y 10moAug 2011 - now |
Financial crisis2007–2009 | -13.35%Mar 2009 | 7mo 22d | 1y 6mo | 2y 1moJul 2008 - Sep 2010 |
2010 pullback2010 | -2.84%Nov 2010 | 25d | 1mo 19d | 2mo 14dNov 2010 - Jan 2011 |
2011 pullback2011 | -2.17%May 2011 | 13d | 1mo 22d | 2mo 5dMay 2011 - Jul 2011 |
Financial crisis2007–2009 | -2.16%Jun 2008 | 1mo 21d | 1mo 2d | 2mo 23dApr 2008 - Jul 2008 |
Drawdown Indicators
| SGDUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.89% | -56.78% | +38.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -9.10% | +6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -6.59% | -18.90% | +12.31% |
Max Drawdown (5Y)Largest decline over 5 years | -7.84% | -25.43% | +17.59% |
Max Drawdown (10Y)Largest decline over 10 years | -10.62% | -33.92% | +23.30% |
Current DrawdownCurrent decline from peak | -6.70% | -4.50% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -10.72% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 2.01% | -0.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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