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Performance
TWD=X Performance Chart
USD/TWD (TWD=X) is up 0.6% since the beginning of the year. TWD=X is currently trading at NT$32 per share. Investors who bought NT$1,000 worth of TWD=X shares 5 years ago would now be looking at an investment worth NT$1,144.
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Returns By Period
USD/TWD (TWD=X) has returned 0.59% so far this year and 5.16% over the past 12 months. Over the last ten years, TWD=X has returned -0.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.
USD/TWD
- 1D
- 0.14%
- 1M
- -0.46%
- YTD
- 0.59%
- 6M
- 0.66%
- 1Y
- 5.16%
- 3Y*
- 0.99%
- 5Y*
- 2.73%
- 10Y*
- -0.21%
Benchmark (S&P 500 Index)
- 1D
- -0.60%
- 1M
- 4.42%
- YTD
- 10.99%
- 6M
- 11.01%
- 1Y
- 33.05%
- 3Y*
- 22.02%
- 5Y*
- 15.36%
- 10Y*
- 13.42%
TWD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2007, TWD=X's average daily return is 0.00%, while the average monthly return is 0.00%.
Historically, 53% of months were positive and 47% were negative. The best month was Sep 2011 with a return of +5.2%, while the worst month was May 2025 at -6.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TWD=X closed higher 50% of trading days. The best single day was May 6, 2025 with a return of +3.6%, while the worst single day was May 5, 2025 at -7.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.87% | -0.73% | 1.79% | -1.16% | -0.71% | 0.55% | 0.59% | ||||||
| 2025 | 0.28% | -0.10% | 0.82% | -4.01% | -6.10% | -2.33% | 2.40% | 2.42% | -0.61% | 1.09% | 1.96% | -0.14% | -4.60% |
| 2024 | 2.68% | 1.45% | 0.99% | 2.21% | -0.42% | -0.04% | 0.32% | -2.23% | -0.81% | 0.72% | 1.89% | 1.32% | 8.26% |
| 2023 | -2.31% | 2.41% | -0.64% | 0.75% | -0.02% | 1.57% | 0.83% | 1.32% | 1.18% | 0.60% | -3.71% | -2.71% | -0.92% |
| 2022 | 0.36% | 0.93% | 2.14% | 2.68% | -1.57% | 2.63% | 1.05% | 1.19% | 4.91% | 1.36% | -5.59% | 0.59% | 10.82% |
| 2021 | -0.07% | -0.61% | 2.17% | -1.85% | -1.47% | 1.49% | 0.25% | -1.27% | 0.76% | 0.06% | -0.74% | 0.20% | -1.14% |
Benchmark Metrics
USD/TWD has an annualized alpha of -0.89%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 02, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -1.31%), but participation in market rallies was also limited (-3.55%) - a profile typical of counter-cyclical assets.
- Beta of 0.02 may look defensive, but with R2 of 0.00 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 0.00 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
- -0.89%
- Beta
- 0.02
- R²
- 0.00
- Upside Capture
- -3.55%
- Downside Capture
- -1.31%
Return for Risk
Risk / Return Rank
TWD=X ranks 75 for risk / return — better than 75% 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/TWD (TWD=X) and compare them to S&P 500 Index.
| TWD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.55 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 4.29 | -3.11 |
| Martin ratioReturn relative to average drawdown | 3.40 | 20.28 | -16.88 |
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/TWD. 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/TWD was 22.11%, occurring on Jan 17, 2022. The portfolio has not yet recovered.
The current USD/TWD drawdown is 10.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -22.11%Jan 2022 | 12y 10mo | — | 17y 3moMar 2009 - now |
Financial crisis2007–2009 | -9.73%Mar 2008 | 7mo 12d | 7mo 1d | 1y 2moAug 2007 - Oct 2008 |
Financial crisis2007–2009 | -3.37%Dec 2008 | 10d | 1mo 3d | 1mo 13dDec 2008 - Jan 2009 |
Financial crisis2007–2009 | -2.22%Oct 2008 | 2d | 1mo 4d | 1mo 6dOct 2008 - Dec 2008 |
2007 pullback2007 | -0.41%Jul 2007 | 1d | 11d | 12dJul 2007 - Jul 2007 |
Drawdown Indicators
| TWD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.11% | -53.98% | +31.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -7.73% | +4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -14.80% | -20.55% | +5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -14.80% | -20.55% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.46% | -34.50% | +19.04% |
Current DrawdownCurrent decline from peak | -10.48% | -0.60% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -10.22% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.63% | -0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with TWD=X
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