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Performance

USD=X Performance Chart

USD Cash (USD=X) is up 0.0% since the beginning of the year. USD=X is currently trading at $1 per share. Investors who bought $1,000 worth of USD=X shares 5 years ago would now be looking at an investment worth $1,000.


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S&P 500 Index

Returns By Period

USD Cash (USD=X) has returned 0.00% so far this year and 0.00% over the past 12 months. Over the last ten years, USD=X has returned 0.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


USD Cash

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X Monthly Returns History

Based on dividend-adjusted daily data since Jan 1, 1970, USD=X's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 0% of months were positive and 100% were negative. The best month was Jan 1970 with a return of 0.0%, while the worst month was Jan 1970 at 0.0%. The longest winning streak lasted 0 consecutive months, and the longest losing streak was 0 months.

On a daily basis, USD=X closed higher 0% of trading days. The best single day was Jan 1, 1970 with a return of 0.0%, while the worst single day was Jan 1, 1970 at 0.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%0.00%
20250.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20230.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20210.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Benchmark Metrics

0

Alpha
0.00%
Beta
0.00
Upside Capture
0.00%
Downside Capture
-0.00%

Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USD Cash (USD=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.


USD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

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 Cash. 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 Cash was -0.00%, occurring on Jan 1, 1970. Recovery took 1 trading session.


Related event

Drawdown

Fall

Recovery

Underwater

1970 pullback1970
0.00%Jan 1970
0s1d
1dJan 1970 - Jan 1970

Drawdown Indicators


USD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-56.78%

+56.78%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-9.10%

+9.10%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-18.90%

+18.90%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.43%

+25.43%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-33.92%

+33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.71%

+10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.03%

-2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with USD=X

Add USD Cash 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 USD=X