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USD/TRY

Performance

TRY=X Performance Chart

USD/TRY (TRY=X) is up 8.1% since the beginning of the year. TRY=X is currently trading at TRY 46 per share. Investors who bought TRY 1,000 worth of TRY=X shares 5 years ago would now be looking at an investment worth TRY 5,328.


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S&P 500 Index

Returns By Period

USD/TRY (TRY=X) has returned 8.14% so far this year and 17.68% over the past 12 months. Over the last ten years, TRY=X has returned 31.87% per year, falling short of the S&P 500 Index benchmark, which averaged 49.82% annually.


USD/TRY

1D
0.37%
1M
1.91%
YTD
8.14%
6M
8.81%
1Y
17.68%
3Y*
25.41%
5Y*
39.74%
10Y*
31.87%

Benchmark (S&P 500 Index)

1D
-0.85%
1M
2.15%
YTD
17.22%
6M
20.12%
1Y
45.96%
3Y*
49.16%
5Y*
56.84%
10Y*
49.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRY=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 24, 2007, TRY=X's average daily return is +0.08%, while the average monthly return is +1.72%. At this rate, an investment would double in approximately 3.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2021 with a return of +39.7%, while the worst month was Sep 2018 at -7.6%. The longest winning streak lasted 25 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TRY=X closed higher 54% of trading days. The best single day was Aug 10, 2018 with a return of +15.6%, while the worst single day was Dec 20, 2021 at -20.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.20%0.88%1.32%1.70%1.63%1.16%8.14%
20251.29%1.74%4.00%1.59%1.91%1.42%2.00%1.34%1.11%1.08%1.07%1.11%21.50%
20242.71%2.82%3.77%0.15%-0.64%1.76%1.11%2.79%0.37%0.20%1.22%2.03%19.78%
20230.99%0.39%1.34%1.60%6.45%25.52%3.60%-0.87%2.63%3.15%2.19%2.30%58.51%
20220.41%3.99%6.27%1.09%10.51%1.83%7.20%1.69%1.48%0.47%0.25%0.16%40.87%
2021-1.54%1.51%11.20%0.49%2.41%2.67%-3.00%-1.57%6.94%7.83%39.73%-1.26%78.37%

Benchmark Metrics

USD/TRY has an annualized alpha of 10.44%, beta of 0.33, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since July 24, 2007.

  • This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (42.17%) than losses (10.64%) - typical of diversified or defensive assets.
  • Beta of 0.33 may look defensive, but with R2 of 0.20 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 0.20 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
10.44%
Beta
0.33
0.20
Upside Capture
42.17%
Downside Capture
10.64%

Return for Risk

Risk / Return Rank

TRY=X ranks 100 for risk / return — in the top 100% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TRY=X Risk / Return Rank: 100100
Overall Rank
TRY=X Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TRY=X Sortino Ratio Rank: 100100
Sortino Ratio Rank
TRY=X Omega Ratio Rank: 9999
Omega Ratio Rank
TRY=X Calmar Ratio Rank: 100100
Calmar Ratio Rank
TRY=X Martin Ratio Rank: 100100
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/TRY (TRY=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.


TRY=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+8.25

Omega ratioGain probability vs. loss probability

2.99

1.68

+1.32

Calmar ratioReturn relative to maximum drawdown

36.18

6.06

+30.12

Martin ratioReturn relative to average drawdown

158.43

29.78

+128.65

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/TRY. 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/TRY was 32.96%, occurring on Dec 24, 2021. Recovery took 114 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2021 bear market2021
-32.96%Dec 2021
4d5mo 10d
5mo 14dDec 2021 - Jun 2022
Rate-hike selloffLate 2018
-25.00%Nov 2018
3mo 17d1y 4mo
1y 8moAug 2018 - Apr 2020
2010 bear market2010
-22.83%Nov 2010
1y 7mo10mo 21d
2y 6moMar 2009 - Sep 2011
2021 correction2021
-18.08%Feb 2021
3mo 12d2mo 23d
6mo 5dNov 2020 - May 2021
Financial crisis2007–2009
-16.99%Jan 2008
4mo 26d9mo 1d
1y 1moAug 2007 - Oct 2008

Drawdown Indicators


TRY=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.96%

-38.77%

+5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

-7.63%

+7.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-15.25%

+9.72%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-29.17%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-32.96%

-35.94%

+2.98%

Current Drawdown

Current decline from peak

0.00%

-1.43%

+1.43%

Average Drawdown

Average peak-to-trough decline

-6.37%

-6.69%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

1.55%

-1.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TRY=X

Add USD/TRY 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 TRY=X