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USD Cash (USD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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USD Cash

Popular comparisons: USD=X vs. XRP-USD, USD=X vs. BTC-USD, USD=X vs. SPY, USD=X vs. ^GSPC, USD=X vs. ^TNX, USD=X vs. QQQ, USD=X vs. UUP, USD=X vs. BNDW, USD=X vs. TSLA, USD=X vs. JEPQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USD Cash, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril0
18.82%
USD=X (USD Cash)
Benchmark (^GSPC)

S&P 500

Returns By Period

USD Cash had a return of 0.00% year-to-date (YTD) and 0.00% in the last 12 months. Over the past 10 years, USD Cash had an annualized return of 0.00%, while the S&P 500 had an annualized return of 10.42%, indicating that USD Cash did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.00%5.05%
1 month0.00%-4.27%
6 months0.00%18.82%
1 year0.00%21.22%
5 years (annualized)0.00%11.38%
10 years (annualized)0.00%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.00%0.00%0.00%
20230.00%0.00%0.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


USD=X
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.00-0.500.000.501.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-1.000.001.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.800.901.001.101.201.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market-0.200.000.200.400.600.801.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market-1.000.001.002.003.007.21

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-4.64%
USD=X (USD Cash)
Benchmark (^GSPC)

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 portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

Volatility

Volatility Chart

The current USD Cash volatility is 0.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril0
3.30%
USD=X (USD Cash)
Benchmark (^GSPC)