Highlights
- Avg. Volume (1M)
- 17K
- Avg. Volume Value (1M)
- THB 572.57K
Share Price Chart
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Performance
THB=X Performance Chart
USD/THB (THB=X) is up 6.7% since the beginning of the year. THB=X is currently trading at THB 34 per share. Investors who bought THB 1,000 worth of THB=X shares 5 years ago would now be looking at an investment worth THB 1,025.
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Returns By Period
USD/THB (THB=X) has returned 6.73% so far this year and 4.01% over the past 12 months. Over the last ten years, THB=X has returned -0.33% per year, falling short of the S&P 500 Index benchmark, which averaged 12.68% annually.
USD/THB
- 1D
- 0.24%
- 1M
- 0.87%
- 6M
- 8.03%
- YTD
- 6.73%
- 1Y
- 4.01%
- 3Y*
- -0.59%
- 5Y*
- 0.49%
- 10Y*
- -0.33%
- ALL TIME*
- 0.19%
Benchmark (S&P 500 Index)
- 1D
- -0.47%
- 1M
- 1.68%
- 6M
- 15.22%
- YTD
- 15.58%
- 1Y
- 20.52%
- 3Y*
- 16.70%
- 5Y*
- 11.54%
- 10Y*
- 12.68%
- ALL TIME*
- 9.12%
THB=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 7, 2007, THB=X's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.
Historically, 46% of months were positive and 54% were negative. The best month was Feb 2023 with a return of +7.3%, while the worst month was Nov 2022 at -7.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 9 months.
On a daily basis, THB=X closed higher 49% of trading days. The best single day was Feb 29, 2008 with a return of +5.2%, while the worst single day was Jul 30, 2018 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.13% | -1.63% | 5.15% | -0.46% | 0.27% | 1.96% | 1.27% | 6.73% | |||||
| 2025 | -1.70% | 1.48% | -0.96% | -1.60% | -1.62% | -1.23% | 0.91% | -1.38% | 0.45% | -0.36% | -0.78% | -1.76% | -8.29% |
| 2024 | 3.44% | 0.94% | 1.26% | 2.34% | -1.02% | -0.25% | -3.21% | -4.22% | -4.78% | 4.23% | 1.53% | 0.18% | -0.04% |
| 2023 | -5.15% | 7.26% | -2.96% | -0.07% | 1.60% | 1.69% | -2.97% | 2.29% | 4.49% | -1.21% | -2.34% | -2.61% | -0.66% |
| 2022 | 0.11% | -1.53% | 1.66% | 3.15% | 0.06% | 2.82% | 2.92% | 0.66% | 3.54% | 0.49% | -7.73% | -1.42% | 4.26% |
| 2021 | -0.36% | 1.76% | 2.63% | -0.15% | 0.03% | 2.67% | 2.70% | -1.92% | 4.29% | -1.02% | 1.20% | -1.52% | 10.60% |
Benchmark Metrics
USD/THB has an annualized alpha of 0.53%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 07, 2007.
- This currency captured 1.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.75%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
- 0.53%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 1.00%
- Downside Capture
- -2.75%
Return for Risk
Risk / Return Rank
THB=X ranks 67 for risk / return — better than 67% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/THB (THB=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.
| THB=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 2.81 | -2.27 |
| Martin ratioReturn relative to average drawdown | 1.19 | 7.74 | -6.56 |
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/THB. 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/THB was 21.12%, occurring on Apr 19, 2013. Recovery took 636 trading sessions.
The current USD/THB drawdown is 12.26%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.12%Apr 2013 | 4y 1mo | 2y 5mo | 6y 7moMar 2009 - Sep 2015 | — |
-19.36%Jan 2026 | 3y 3mo | — | 3y 9moOct 2022 - now | — |
-18.69%Jan 2020 | 4y 3mo | 2y 6mo | 6y 9moOct 2015 - Jul 2022 | — |
-9.43%Jan 2008 | 4mo 1d | 4mo 24d | 8mo 25dSep 2007 - Jun 2008 | Financial crisis2007–2009 |
-4.14%Aug 2022 | 20d | 21d | 1mo 11dJul 2022 - Sep 2022 | Bear market2022 |
Drawdown Indicators
| THB=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.12% | -50.45% | +29.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -7.37% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.90% | -18.28% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -20.16% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -19.36% | -30.74% | +11.38% |
Current DrawdownCurrent decline from peak | -12.26% | -1.97% | -10.29% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -9.23% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.66% | +0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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