US Dollar/Indian Rupee FX Spot Rate

10-Year Study

USDINR.FOREX · · NA · Currency

Executive Summary: US Dollar/Indian Rupee FX Spot Rate has compounded at 3.3% annually over the last 10 years, with a maximum drawdown of 7.4% and an annualized volatility of 5.4%.

1Y CAGR
+9.6%
3Y CAGR
+4.1%
5Y CAGR
+5.2%
10Y CAGR
+3.3%

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 →
7.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +11.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -6.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.0-0.72.6-0.5————————3.5%
20251.11.1-2.3-1.01.10.22.10.70.8-0.10.70.65.0%
2024-0.1-0.20.50.1-0.0-0.10.40.2-0.10.40.61.22.8%
2023-1.21.1-0.6-0.51.2-0.70.20.60.40.30.1-0.20.6%
20220.11.30.50.81.41.80.50.22.51.5-1.71.711.1%
2021-0.21.4-1.11.2-2.12.5-0.0-1.91.71.00.2-0.82.0%
20200.31.43.9-0.30.7-0.1-0.8-2.20.41.4-0.8-1.32.4%
20192.0-0.2-2.30.7-0.1-0.9-0.13.7-1.10.51.1-0.52.6%
2018-0.52.6-0.12.11.51.50.03.72.12.0-5.8-0.19.0%
2017-0.6-1.2-2.8-0.90.30.2-0.6-0.42.2-0.9-0.4-1.0-6.1%
2016———0.31.20.4-1.30.5-0.60.22.9-0.92.6%

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 5.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.2% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110025.628254471361
2016-05-0110143.943853294091
2016-06-0110188.438608406914
2016-07-0110060.372802052674
2016-08-0110108.384272885067
2016-09-0110045.400347143614
2016-10-0110064.991321409705
2016-11-0110353.663874424572
2016-12-0110256.524035921817
2017-01-0110190.174326465929
2017-02-0110070.938042411892
2017-03-019789.449852841295
2017-04-019703.418609916234
2017-05-019736.623651045205
2017-06-019753.226171609691
2017-07-019689.834729454382
2017-08-019649.837748094484
2017-09-019857.369255150556
2017-10-019772.84733227681
2017-11-019733.60501094257
2017-12-019635.499207606974
2018-01-019591.728926118783
2018-02-019842.276054637385
2018-03-019827.937514149877
2018-04-0110030.941061051997
2018-05-0110177.345106029736
2018-06-0110332.805071315372
2018-07-0110332.805071315372
2018-08-0110716.92702437552
2018-09-0110944.079692098712
2018-10-0111162.931099539657
2018-11-0110512.414157422083
2018-12-0110500.339597011545
2019-01-0110710.135084144591
2019-02-0110692.023243528793
2019-03-0110442.230775035849
2019-04-0110511.961361406688
2019-05-0110501.848917062864
2019-06-0110406.7617538299
2019-07-0110395.441853445025
2019-08-0110784.544562674517
2019-09-0110662.591502528112
2019-10-0110713.153724247228
2019-11-0110829.220436193495
2019-12-0110769.75322617161
2020-01-0110799.93962719795
2020-02-0110948.45672024753
2020-03-0111371.670062636782
2020-04-0111331.97494528715
2020-05-0111411.214247981285
2020-06-0111402.158327673384
2020-07-0111307.523960455816
2020-08-0111056.750433929516
2020-09-0111104.067617538298
2020-10-0111254.546826654592
2020-11-0111168.968379744925
2020-12-0111026.262168892916
2021-01-0111003.924232133424
2021-02-0111159.459663421629
2021-03-0111040.449777375292
2021-04-0111177.26964002717
2021-05-0110945.36261414233
2021-06-0111224.05856161799
2021-07-0111220.813523507662
2021-08-0111010.640706361783
2021-09-0111194.626820617314
2021-10-0111310.089804543055
2021-11-0111334.99358538978
2021-12-0111242.321334238928
2022-01-0111252.871481397631
2022-02-0111398.460493547658
2022-03-0111459.92000603728
2022-04-0111551.581012753755
2022-05-0111712.02173420874
2022-06-0111918.345785223759
2022-07-0111976.60553920459
2022-08-0112000.75466002566
2022-09-0112304.203456342919
2022-10-0112494.15138480115
2022-11-0112281.940985585992
2022-12-0112488.793298618973
2023-01-0112341.483661610446
2023-02-0112473.77556410837
2023-03-0112404.346841747792
2023-04-0112337.936759489852
2023-05-0112480.567504339295
2023-06-0112390.913893291074
2023-07-0112413.402762055697
2023-08-0112483.525771639876
2023-09-0112532.639046109729
2023-10-0112570.145649384955
2023-11-0112585.163383895555
2023-12-0112560.184137046263
2024-01-0112542.44962644329
2024-02-0112513.772545468268
2024-03-0112582.446607803184
2024-04-0112596.785148290695
2024-05-0112595.42676024451
2024-06-0112581.691947777526
2024-07-0112634.246471964381
2024-08-0112658.969134404952
2024-09-0112645.460719945664
2024-10-0112691.64591351596
2024-11-0112763.41408195608
2024-12-0112916.987397177572
2025-01-0113064.82529620406
2025-02-0113202.173420873898
2025-03-0112898.649158554072
2025-04-0112768.621236133124
2025-05-0112908.384272885067
2025-06-0112934.872839785678
2025-07-0113210.097351143311
2025-08-0113308.278620481475
2025-09-0113408.950267904309
2025-10-0113398.007697532265
2025-11-0113486.831182552261
2025-12-0113564.410233189947
2026-01-0113839.559278545017
2026-02-0113746.283299373632
2026-03-0114109.803033733304
2026-04-0114044.67587351898
Annual Return Matrix
YearAnnual Return
2017-0.06054924905745884
20180.08975563909774409
20190.025657611039241246
20200.02381753205801984
20210.019594959927177635
20220.11087318422253833
20230.005716392026056116
20240.028407486406104576
20250.05012181370973856
20260.03540630459213756
Total Factor Risk
0.05400392500205421
VTI.US Exposure
-0.01062431939859727
VEA.US Exposure
0.04086922213826616
VWO.US Exposure
0.0322741771266608
QQQ.US Exposure
0.06014251745940816
VTV.US Exposure
0.01887283508703347
IJR.US Exposure
-0.007837065326757485
QUAL.US Exposure
-0.052296090102933394
SHV.US Exposure
0.46184628126055016
TLT.US Exposure
-0.008566369492686595
LQD.US Exposure
0.042209919547345744
HYG.US Exposure
0.0011376168148109933
GLD.US Exposure
0.013222393778415576
USO.US Exposure
0.017580891730297324
VNQ.US Exposure
0.03372957698793438
BTC-USD.CC Exposure
-0.0018333394566403278
CPER.US Exposure
0.007707030282366306
VIX.INDX Exposure
0.007402477071928976
UUP.US Exposure
0.07359109098035589
TIP.US Exposure
0.03394516223382229
Idiosyncratic Exposure
0.2366259912784189
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
5.4%

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 →
+0.9%
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 →
+3.8%
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 →
1.8% 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 US Dollar/Indian Rupee FX Spot Rate a high-risk investment?

US Dollar/Indian Rupee FX Spot Rate (USDINR.FOREX) has an annualized volatility of 5.4% and experienced a maximum drawdown of 7.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, USDINR.FOREX has generated a Compound Annual Growth Rate (CAGR) of 3.3%. It has had a positive return in 90% 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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