% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 93.1 | 44.8 | 20.7 | 20.7 | 11.97 |
Brazilian real | 44.8 | 58.6 | 6.9 | 10.3 | 14.53 |
British pound | 86.2 | 72.4 | 75.9 | 86.2 | 8.73 |
Canadian dollar | 82.8 | 55.2 | 24.1 | 48.3 | 8.63 |
Chilean peso | 96.6 | 65.5 | 48.3 | 24.1 | 15.81 |
Chinese yuan renminbi | 69.0 | 13.8 | 27.6 | 34.5 | 8.92 |
Czech koruna | 89.7 | 93.1 | 79.3 | 79.3 | 9.55 |
Danish krone | 34.5 | 79.3 | 69.0 | 89.7 | 9.49 |
Euro | 65.5 | 82.8 | 72.4 | 93.1 | 9.18 |
Hong Kong dollar | 58.6 | 31.0 | 44.8 | 69.0 | 8.97 |
Hungarian forint | 75.9 | 89.7 | 55.2 | 51.7 | 11.38 |
Indian rupee | 51.7 | 41.4 | 17.2 | 31.0 | 8.78 |
Indonesian rupiah | 79.3 | 3.4 | 13.8 | 6.9 | 9.22 |
Israeli shekel | 100.0 | 10.3 | 62.1 | 44.8 | 12.55 |
Japanese yen | 3.4 | 86.2 | 86.2 | 27.6 | 12.10 |
Malaysian ringgit | 72.4 | 34.5 | 89.7 | 55.2 | 9.01 |
Mexican peso | 37.9 | 51.7 | 3.4 | 75.9 | 13.75 |
New Zealand dollar | 27.6 | 62.1 | 41.4 | 37.9 | 10.93 |
Norwegian krone | 24.1 | 75.9 | 65.5 | 17.2 | 12.06 |
Polish zloty | 62.1 | 69.0 | 82.8 | 100.0 | 10.46 |
Saudi riyal | 48.3 | 20.7 | 31.0 | 58.6 | 8.98 |
Singapore dollar | 31.0 | 48.3 | 58.6 | 82.8 | 7.70 |
South African rand | 10.3 | 6.9 | 51.7 | 3.4 | 12.65 |
South Korean won | 6.9 | 17.2 | 10.3 | 13.8 | 9.57 |
Swedish krona | 0.0 | 100.0 | 100.0 | 65.5 | 11.84 |
Swiss franc | 13.8 | 96.6 | 93.1 | 96.6 | 11.44 |
Taiwan new dollar | 41.4 | 27.6 | 37.9 | 41.4 | 8.68 |
Thai baht | 20.7 | 37.9 | 96.6 | 72.4 | 9.96 |
Turkish lira | 17.2 | 0.0 | 0.0 | 0.0 | 10.91 |
US dollar | 55.2 | 24.1 | 34.5 | 62.1 | 8.97 |
Page updated: 2025-04-25 19:10 EST DST (2025-04-25 23:10 UTC)