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TWD/USD (TWDUSD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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TWD/USD

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TWDUSD=X vs. TWD=X
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Performance

Performance Chart


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S&P 500

Returns By Period

TWD/USD (TWDUSD=X) returned 9.51% year-to-date (YTD) and 8.09% over the past 12 months. Over the past 10 years, TWDUSD=X returned 0.27% annually, underperforming the S&P 500 benchmark at 10.85%.


TWDUSD=X

YTD

9.51%

1M

7.05%

6M

8.44%

1Y

8.09%

3Y*

-0.98%

5Y*

-0.00%

10Y*

0.27%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of TWDUSD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.66%0.33%-1.32%4.00%7.05%9.51%
2024-2.15%-0.94%-0.95%-2.24%0.65%-0.32%-0.33%1.96%0.96%-0.63%-1.60%-0.97%-6.44%
20232.15%-2.11%0.62%-0.61%0.00%-1.23%-0.93%-1.26%-1.27%-0.65%3.57%2.19%0.31%
2022-0.28%-0.83%-2.24%-2.87%1.47%-2.33%-0.89%-1.20%-4.56%-1.27%4.52%0.31%-9.97%
20210.28%0.28%-1.96%2.28%1.11%-1.38%-0.00%0.84%-0.55%0.00%0.84%-0.28%1.40%
2020-1.50%0.91%-0.60%1.82%-0.60%1.80%0.29%-0.29%1.76%0.87%0.29%1.71%6.59%
2019-0.31%-0.61%-0.00%-0.31%-1.86%1.89%-0.62%-0.62%0.94%1.86%-0.30%2.14%2.14%
20181.78%-0.58%0.88%-1.74%-1.48%-1.50%-0.30%-0.31%0.61%-1.52%0.31%0.93%-2.97%
20174.22%1.56%1.23%0.30%0.30%-1.20%0.91%0.00%-0.30%0.30%0.60%1.20%9.42%
2016-1.97%0.67%2.99%0.00%-0.97%0.98%1.29%0.32%1.27%-0.63%-0.95%-1.91%0.98%
2015-0.32%0.95%0.63%2.19%-0.92%-0.00%-2.47%-2.53%-1.62%1.65%-0.65%-0.33%-3.48%
2014-1.49%-0.00%-0.61%1.22%0.30%0.60%-0.60%0.60%-1.79%-0.30%-1.52%-2.17%-5.67%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, TWDUSD=X is among the top 10% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TWDUSD=X is 9090
Overall Rank
The Sharpe Ratio Rank of TWDUSD=X is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TWDUSD=X is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TWDUSD=X is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TWDUSD=X is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TWDUSD=X is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TWD/USD (TWDUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TWD/USD Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.81
  • 10-Year: 0.05
  • All Time: 0.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of TWD/USD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 TWD/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 TWD/USD was 17.36%, occurring on Mar 31, 2025. The portfolio has not yet recovered.

The current TWD/USD drawdown is 7.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.36%Jun 7, 2021996Mar 31, 2025
-16.62%Aug 22, 20111193Jan 20, 20161276Dec 10, 20202469
-14.71%Mar 27, 2008269Mar 2, 2009527Dec 14, 2010796
-6.27%May 15, 2006297May 20, 2007223Feb 26, 2008520
-4.5%Aug 29, 200558Nov 16, 200536Jan 5, 200694
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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