FX Rolling Performance Review

Currency Fair-Value Ranking

Currencies ranked by current deviation from fair value (positive = overvalued vs USD). Click any row to see the time series.

Source: Quantitative Investment Office, Open Exchange Rates

MethodSpotFair value
JPYJapanese Yenstatic0.00630.0079-23.3%-23.8%14.6%13.3%1%
INRIndian Rupeedynamic0.01050.0125-17.2%-20.1%7.4%7.8%2%
IDRIndonesian Rupiahstatic0.00010.0001-15.8%-15.4%7.1%2.5%2%
DKKDanish Kronestatic0.15440.1743-12.1%-9.8%14.0%8.6%14%
PHPPhilippine Pesostatic0.01630.0177-8.0%-12.1%11.0%4.4%5%
CADCanadian Dollarstatic0.71770.7681-6.8%-8.0%12.0%5.3%5%
TWDTaiwan Dollarstatic0.03100.0331-6.6%-3.6%8.3%9.3%1%
CHFSwiss Francstatic1.23351.2628-2.4%-1.6%10.1%6.3%11%
THBThai Bahtstatic0.03020.0309-2.3%-3.1%6.8%3.2%21%
NZDNew Zealand Dollardynamic0.58830.5923-0.7%-0.7%13.5%5.6%18%
RUBRussian Rublestatic0.01210.01201.4%-5.0%17.8%10.1%7%
AUDAustralian Dollardynamic0.70640.69571.5%3.4%11.6%2.6%23%
KRWSouth Korean Wondynamic0.00070.00072.4%1.0%11.3%3.7%15%
EUREurostatic1.15421.11893.1%1.6%12.1%4.7%17%
CNYChinese Yuanstatic0.14820.14263.9%1.8%4.1%2.9%11%
CZKCzech Korunastatic0.04760.04564.3%5.1%14.7%7.2%4%
NOKNorwegian Kronestatic0.10530.10025.0%3.8%12.9%7.9%3%
MYRMalaysian Ringgitstatic0.24440.23195.3%3.9%9.1%2.6%4%
HKDHong Kong Dollarstatic0.12740.12065.5%8.2%11.4%7.6%1%
BRLBrazilian Realdynamic0.19540.18376.2%4.7%18.9%4.8%6%
HUFHungarian Forintstatic0.00320.00307.0%7.6%18.2%14.4%3%
SEKSwedish Kronastatic0.10530.09787.4%7.1%12.9%4.5%12%
CLPChilean Pesostatic0.00110.00108.0%3.4%9.6%1.8%17%
GBPBritish Pounddynamic1.34991.23309.1%8.4%8.3%3.5%9%
SGDSingapore Dollarstatic0.78110.70779.9%9.0%6.5%6.2%11%
FIMFinnish Markkastatic1.15421.019312.4%11.3%12.3%4.4%28%
TRYTurkish Liradynamic0.02090.017816.1%9.1%17.8%16.2%2%
ILSIsraeli Shekelstatic0.33370.281617.0%18.2%6.5%2.2%6%
COPColombian Pesodynamic0.00030.000317.0%8.7%15.1%11.5%3%
ZARSouth African Randdynamic0.06180.050320.6%19.1%12.8%4.4%17%
MXNMexican Pesostatic0.05840.046024.0%23.3%11.5%6.5%1%
RONRomanian Leustatic0.22030.171025.3%18.0%14.0%13.2%1%

Source: Quantitative Investment Office, Open Exchange Rates