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Saturday, September 9, 2017

Currencies from January 1995 to September 2017


The following chart shows the performances of currencies from January 1995 to September 2017


The Korean Won has been depreciating at 1.6% annually against dollar.

    Korea Malaysia Singapore    Taiwan China Japan Thailand    Brazil Mexico India USDOther USDBroad
Annualized Return 1.60% 2.30% -0.30% 0.60% -1.10% 0.40% 1.20% 6.00% 5.30% 3.20% 2.40% 1.00%
Annualized Std 14.10% 8.50% 5.90% 5.40% 1.70% 11.10% 10.40% 16.00% 13.20% 7.00% 4.30% 4.80%




The following chart shows the diagram of correlation matrix among currencies.




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