| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 37.9 | 93.1 | 86.2 | 58.6 | 9.17 |
| Brazilian real | 51.7 | 96.6 | 89.7 | 31.0 | 9.49 |
| British pound | 24.1 | 34.5 | 34.5 | 75.9 | 6.73 |
| Canadian dollar | 89.7 | 55.2 | 27.6 | 27.6 | 7.14 |
| Chilean peso | 100.0 | 48.3 | 72.4 | 17.2 | 15.62 |
| Chinese yuan renminbi | 55.2 | 75.9 | 58.6 | 44.8 | 6.89 |
| Czech koruna | 58.6 | 41.4 | 69.0 | 48.3 | 7.05 |
| Danish krone | 41.4 | 58.6 | 44.8 | 65.5 | 6.87 |
| Euro | 75.9 | 51.7 | 48.3 | 72.4 | 6.48 |
| Hong Kong dollar | 72.4 | 31.0 | 13.8 | 41.4 | 7.55 |
| Hungarian forint | 6.9 | 86.2 | 79.3 | 69.0 | 11.95 |
| Indian rupee | 27.6 | 3.4 | 6.9 | 10.3 | 7.91 |
| Indonesian rupiah | 10.3 | 10.3 | 10.3 | 6.9 | 7.46 |
| Israeli shekel | 31.0 | 82.8 | 100.0 | 96.6 | 9.98 |
| Japanese yen | 13.8 | 17.2 | 3.4 | 3.4 | 8.42 |
| Malaysian ringgit | 69.0 | 79.3 | 75.9 | 79.3 | 7.25 |
| Mexican peso | 62.1 | 89.7 | 93.1 | 51.7 | 9.07 |
| New Zealand dollar | 86.2 | 72.4 | 37.9 | 20.7 | 7.98 |
| Norwegian krone | 93.1 | 100.0 | 82.8 | 82.8 | 9.92 |
| Polish zloty | 44.8 | 24.1 | 55.2 | 100.0 | 7.85 |
| Saudi riyal | 79.3 | 37.9 | 24.1 | 34.5 | 7.51 |
| Singapore dollar | 65.5 | 65.5 | 41.4 | 55.2 | 6.13 |
| South African rand | 3.4 | 62.1 | 96.6 | 86.2 | 11.86 |
| South Korean won | 96.6 | 13.8 | 17.2 | 13.8 | 8.03 |
| Swedish krona | 0.0 | 20.7 | 62.1 | 89.7 | 9.95 |
| Swiss franc | 17.2 | 69.0 | 51.7 | 93.1 | 7.34 |
| Taiwan new dollar | 48.3 | 27.6 | 31.0 | 24.1 | 7.92 |
| Thai baht | 20.7 | 6.9 | 65.5 | 62.1 | 8.15 |
| Turkish lira | 34.5 | 0.0 | 0.0 | 0.0 | 8.13 |
| US dollar | 79.3 | 44.8 | 20.7 | 37.9 | 7.53 |
Page updated: 2026-04-10 01:45 EST DST (2026-04-10 05:45 UTC)