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USD/THB

Performance

THB=X Performance Chart

USD/THB (THB=X) is up 3.5% since the beginning of the year. THB=X is currently trading at THB 33 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 1,036.


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S&P 500 Index

Returns By Period

USD/THB (THB=X) has returned 3.49% so far this year and 0.14% over the past 12 months. Over the last ten years, THB=X has returned -0.77% per year, falling short of the S&P 500 Index benchmark, which averaged 12.74% annually.


USD/THB

1D
0.31%
1M
0.13%
YTD
3.49%
6M
3.71%
1Y
0.14%
3Y*
-2.02%
5Y*
0.71%
10Y*
-0.77%

Benchmark (S&P 500 Index)

1D
-0.91%
1M
0.36%
YTD
12.18%
6M
14.49%
1Y
24.19%
3Y*
16.54%
5Y*
13.03%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THB=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2007, THB=X's average daily return is 0.00%, while the average monthly return is +0.06%. At this rate, an investment would double in approximately 96.3 years.

Historically, 46% of months were positive and 54% were negative. The best month was Aug 2007 with a return of +9.9%, 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 Aug 30, 2007 with a return of +10.3%, while the worst single day was Aug 29, 2007 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.13%-1.63%5.15%-0.46%0.27%0.12%3.49%
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%
20243.44%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%
20220.11%-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 0.61%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 23, 2007.

  • This currency captured 2.18% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.33%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.05 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
0.61%
Beta
0.05
0.02
Upside Capture
2.18%
Downside Capture
-2.33%

Return for Risk

Risk / Return Rank

THB=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.


THB=X Risk / Return Rank: 5353
Overall Rank
THB=X Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
THB=X Sortino Ratio Rank: 5353
Sortino Ratio Rank
THB=X Omega Ratio Rank: 5353
Omega Ratio Rank
THB=X Calmar Ratio Rank: 5353
Calmar Ratio Rank
THB=X Martin Ratio Rank: 5353
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 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=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.01

1.36

-0.35

Calmar ratioReturn relative to maximum drawdown

0.02

3.30

-3.28

Martin ratioReturn relative to average drawdown

0.04

9.15

-9.11

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 14.92%.


Related event

Drawdown

Fall

Recovery

Underwater

2013 bear market2013
-21.12%Apr 2013
4y 1mo2y 5mo
6y 7moMar 2009 - Sep 2015
2026 correction2026
-19.36%Jan 2026
3y 3mo
3y 8moOct 2022 - now
2020 correction2020
-18.69%Jan 2020
4y 3mo2y 6mo
6y 9moOct 2015 - Jul 2022
Financial crisis2007–2009
-11.58%Jan 2008
4mo 23d5mo 10d
10mo 3dAug 2007 - Jun 2008
Bear market2022
-4.14%Aug 2022
20d21d
1mo 11dJul 2022 - Sep 2022

Drawdown Indicators


THB=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.12%

-50.45%

+29.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-7.37%

+1.08%

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 Drawdown

Current decline from peak

-14.92%

-2.52%

-12.40%

Average Drawdown

Average peak-to-trough decline

-10.23%

-9.22%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.65%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with THB=X

Add USD/THB 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 THB=X