Australian Dollar/US Dollar FX Spot Rate

10-Year Study

AUDUSD.FOREX · · NA · Currency

Executive Summary: Australian Dollar/US Dollar FX Spot Rate has compounded at -0.1% annually over the last 10 years, with a maximum drawdown of 24.5% and an annualized volatility of 11.7%.

1Y CAGR
+12.4%
3Y CAGR
+3.3%
5Y CAGR
-1.6%
10Y CAGR
-0.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +9.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.32.2-3.03.8————————7.3%
20250.4-0.00.52.70.32.3-2.31.81.0-1.0-0.02.07.9%
2024-3.6-1.00.5-0.92.80.3-1.93.32.2-4.9-0.9-5.1-9.1%
20233.4-4.6-0.7-1.1-1.62.40.8-3.4-0.8-1.54.33.1-0.1%
2022-2.72.73.2-5.81.7-4.01.1-2.1-6.20.16.10.3-6.1%
2021-1.11.7-2.11.60.3-3.1-2.0-0.4-1.24.0-5.21.9-5.7%
2020-4.8-2.6-6.75.85.91.73.33.2-2.6-2.24.94.59.8%
20192.8-2.30.5-1.4-1.10.4-2.3-1.1-0.43.1-2.33.8-0.4%
20183.0-3.5-1.0-2.51.0-2.1-0.0-2.90.5-0.21.4-3.6-9.7%
20175.11.0-0.4-1.8-0.83.54.1-0.7-1.4-2.3-1.23.18.1%
2016———-0.9-4.63.20.60.21.4-0.1-3.1-2.7-6.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019907.47980192859
2016-05-019455.303622621841
2016-06-019760.229345843107
2016-07-019817.565806619754
2016-08-019839.718530101642
2016-09-019976.544175136825
2016-10-019971.331769611677
2016-11-019661.193640865258
2016-12-019403.179567370342
2017-01-019884.023977065415
2017-02-019979.150377899401
2017-03-019941.360437842064
2017-04-019758.92624446182
2017-05-019682.043262965859
2017-06-0110022.152723481888
2017-07-0110428.720354443576
2017-08-0110355.746677091478
2017-09-0110208.496221005993
2017-10-019977.847276518114
2017-11-019860.568152202242
2017-12-0110165.493875423508
2018-01-0110471.722700026063
2018-02-0110102.945009121711
2018-03-0110005.21240552515
2018-04-019756.320041699244
2018-05-019857.961949439667
2018-06-019646.859525671096
2018-07-019644.253322908522
2018-08-019366.692728694292
2018-09-019410.998175658066
2018-10-019388.84545217618
2018-11-019516.54938754235
2018-12-019177.74302840761
2019-01-019438.363304665103
2019-02-019220.745373990098
2019-03-019266.353922335158
2019-04-019138.649986968987
2019-05-019037.008079228564
2019-06-019073.494917904614
2019-07-018862.392494136044
2019-08-018768.569194683349
2019-09-018734.688558769873
2019-10-019008.33984884024
2019-11-018805.056033359395
2019-12-019141.25618973156
2020-01-018704.717227000261
2020-02-018474.068282512379
2020-03-017903.309877508471
2020-04-018359.395360959083
2020-05-018855.876987229607
2020-06-019009.642950221529
2020-07-019306.750065155069
2020-08-019605.160281469898
2020-09-019358.874120406568
2020-10-019156.89340630701
2020-11-019605.160281469898
2020-12-0110036.486838676048
2021-01-019930.935626791765
2021-02-0110102.945009121711
2021-03-019895.751889497004
2021-04-0110050.820953870212
2021-05-0110078.186082877248
2021-06-019769.35105551212
2021-07-019571.279645556426
2021-08-019536.095908261663
2021-09-019420.119885327078
2021-10-019796.716184519157
2021-11-019284.597341673183
2021-12-019464.425332290852
2022-01-019210.320562939796
2022-02-019459.212926765702
2022-03-019762.835548605683
2022-04-019201.198853270784
2022-05-019360.177221787857
2022-06-018988.793328120928
2022-07-019083.919728954914
2022-08-018897.576231430805
2022-09-018342.455043002346
2022-10-018352.879854052646
2022-11-018859.786291373468
2022-12-018885.848318999218
2023-01-019188.167839457908
2023-02-018769.872296064636
2023-03-018711.232733906698
2023-04-018613.500130310138
2023-05-018477.977586656241
2023-06-018679.9583007558
2023-07-018751.628876726609
2023-08-018451.91555903049
2023-09-018385.457388584831
2023-10-018257.753453218662
2023-11-018609.590826166275
2023-12-018875.423507948919
2024-01-018552.254365389628
2024-02-018470.158978368518
2024-03-018514.464425332291
2024-04-018437.58144383633
2024-05-018670.836591086787
2024-06-018696.898618712536
2024-07-018532.707844670316
2024-08-018815.480844409696
2024-09-019010.946051602816
2024-10-018570.497784727651
2024-11-018494.91790461298
2024-12-018063.591347406828
2025-01-018093.562679176441
2025-02-018089.653375032578
2025-03-018131.352619233777
2025-04-018352.879854052646
2025-05-018380.244983059683
2025-06-018569.194683346364
2025-07-018376.33567891582
2025-08-018526.192337763878
2025-09-018614.803231691425
2025-10-018526.192337763878
2025-11-018524.88923638259
2025-12-018696.898618712536
2026-01-019072.191816523326
2026-02-019272.869429241597
2026-03-018992.70263226479
2026-04-019331.50899139953
Annual Return Matrix
YearAnnual Return
20170.08106984478935697
2018-0.09716702986796566
2019-0.003975578588669593
20200.09793300071275834
2021-0.05699818229031428
2022-0.061131763733994204
2023-0.0011731925502271867
2024-0.09146968139773903
20250.0785391079508726
20260.07296973329337719
Total Factor Risk
0.11698345169976548
VTI.US Exposure
-0.07257039109325523
VEA.US Exposure
-0.05878796375113819
VWO.US Exposure
0.0435670916905966
QQQ.US Exposure
0.1090914534643396
VTV.US Exposure
0.19782499446453172
IJR.US Exposure
0.017348599508264867
QUAL.US Exposure
-0.08390597093284977
SHV.US Exposure
0.4066368216485383
TLT.US Exposure
0.009862560915098491
LQD.US Exposure
-0.009711046336063546
HYG.US Exposure
-0.017900809353049173
GLD.US Exposure
0.011782355236766602
USO.US Exposure
0.001683455219727593
VNQ.US Exposure
0.0541319950942786
BTC-USD.CC Exposure
-0.0015137517403339617
CPER.US Exposure
0.018989716631407548
VIX.INDX Exposure
0.030743196855397475
UUP.US Exposure
0.21970722743996732
TIP.US Exposure
0.016817283516639473
Idiosyncratic Exposure
0.10620318152113545
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Dollar/US Dollar FX Spot Rate a high-risk investment?

Australian Dollar/US Dollar FX Spot Rate (AUDUSD.FOREX) has an annualized volatility of 11.7% and experienced a maximum drawdown of 24.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AUDUSD.FOREX?

Over the past 10 years, AUDUSD.FOREX has generated a Compound Annual Growth Rate (CAGR) of -0.1%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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