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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TWD/USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
TWD/USD (TWDUSD=X) has returned -1.61% so far this year and 4.31% over the past 12 months. Over the last ten years, TWDUSD=X has returned 0.12% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
TWD/USD
- 1D
- 0.62%
- 1M
- -1.21%
- YTD
- -1.61%
- 6M
- -4.39%
- 1Y
- 4.31%
- 3Y*
- -1.39%
- 5Y*
- -2.28%
- 10Y*
- 0.12%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 30, 2007, TWDUSD=X's average daily return is 0.00%, while the average monthly return is +0.03%. At this rate, your investment would double in approximately 192.6 years.
Historically, 49% of months were positive and 51% were negative. The best month was May 2025 with a return of +7.1%, while the worst month was Sep 2011 at -5.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TWDUSD=X closed higher 46% of trading days. The best single day was May 5, 2025 with a return of +5.2%, while the worst single day was Jul 29, 2009 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.80% | 0.66% | -1.47% | -1.61% | |||||||||
| 2025 | -0.34% | -0.04% | -0.93% | 3.70% | 7.11% | 2.70% | -2.57% | -2.21% | 0.38% | -0.96% | -1.96% | 0.08% | 4.63% |
| 2024 | -1.87% | -1.25% | -0.86% | -2.15% | 0.53% | -0.12% | -0.63% | 2.28% | 0.63% | -0.20% | -2.14% | -0.85% | -6.51% |
| 2023 | 1.91% | -2.20% | 0.57% | -0.55% | 0.17% | -1.48% | -0.91% | -1.29% | -1.30% | -0.60% | 3.35% | 2.36% | -0.14% |
| 2022 | -0.38% | -0.67% | -2.16% | -2.79% | 1.54% | -2.24% | -1.14% | -1.23% | -4.50% | -1.52% | 4.73% | 0.65% | -9.57% |
| 2021 | 0.26% | 0.62% | -1.84% | 1.94% | 0.86% | -0.88% | -0.39% | 1.30% | -0.88% | 0.13% | 0.08% | 0.33% | 1.47% |
Benchmark Metrics
TWD/USD has an annualized alpha of -0.52%, beta of 0.05, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since April 02, 2007.
- This currency participated in 18.83% of S&P 500 Index downside but only 8.38% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.05 may look defensive, but with R² of 0.04 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 0.04 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
- -0.52%
- Beta
- 0.05
- R²
- 0.04
- Upside Capture
- 8.38%
- Downside Capture
- 18.83%
Return for Risk
Risk / Return Rank
TWDUSD=X ranks 43 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TWD/USD (TWDUSD=X) and compare them to a chosen benchmark (S&P 500 Index).
| TWDUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.90 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.39 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | 1.40 | -2.03 |
Martin ratioReturn relative to average drawdown | -0.96 | 6.61 | -7.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TWDUSD=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 17.28%, occurring on Apr 2, 2025. The portfolio has not yet recovered.
The current TWD/USD drawdown is 13.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.28% | Jan 18, 2022 | 835 | Apr 2, 2025 | — | — | — |
| -15.51% | May 12, 2011 | 1225 | Jan 20, 2016 | 1245 | Oct 29, 2020 | 2470 |
| -14.81% | Mar 27, 2008 | 243 | Mar 2, 2009 | 442 | Nov 11, 2010 | 685 |
| -3.28% | Feb 10, 2011 | 11 | Feb 24, 2011 | 45 | Apr 28, 2011 | 56 |
| -2.93% | Mar 2, 2021 | 18 | Mar 25, 2021 | 23 | Apr 29, 2021 | 41 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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