% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 69.0 | 13.8 | 51.7 | 44.8 | 7.77 |
Brazilian real | 79.3 | 79.3 | 6.9 | 58.6 | 12.26 |
British pound | 89.7 | 27.6 | 62.1 | 69.0 | 7.43 |
Canadian dollar | 72.4 | 24.1 | 24.1 | 51.7 | 7.27 |
Chilean peso | 10.3 | 89.7 | 86.2 | 20.7 | 12.87 |
Chinese yuan renminbi | 24.1 | 41.4 | 65.5 | 37.9 | 7.38 |
Czech koruna | 93.1 | 51.7 | 55.2 | 48.3 | 7.89 |
Danish krone | 82.8 | 34.5 | 41.4 | 62.1 | 7.19 |
Euro | 86.2 | 31.0 | 44.8 | 65.5 | 6.82 |
Hong Kong dollar | 44.8 | 62.1 | 82.8 | 96.6 | 7.22 |
Hungarian forint | 100.0 | 58.6 | 13.8 | 10.3 | 10.23 |
Indian rupee | 20.7 | 17.2 | 31.0 | 34.5 | 7.31 |
Indonesian rupiah | 58.6 | 10.3 | 27.6 | 41.4 | 7.10 |
Israeli shekel | 17.2 | 100.0 | 89.7 | 55.2 | 10.37 |
Japanese yen | 0.0 | 86.2 | 58.6 | 3.4 | 10.14 |
Malaysian ringgit | 48.3 | 75.9 | 100.0 | 72.4 | 7.53 |
Mexican peso | 75.9 | 72.4 | 0.0 | 86.2 | 12.59 |
New Zealand dollar | 55.2 | 3.4 | 17.2 | 24.1 | 7.54 |
Norwegian krone | 3.4 | 48.3 | 20.7 | 6.9 | 8.79 |
Polish zloty | 96.6 | 93.1 | 72.4 | 79.3 | 8.69 |
Saudi riyal | 27.6 | 69.0 | 75.9 | 93.1 | 7.35 |
Singapore dollar | 65.5 | 55.2 | 69.0 | 82.8 | 6.17 |
South African rand | 62.1 | 37.9 | 93.1 | 13.8 | 10.57 |
South Korean won | 37.9 | 6.9 | 10.3 | 17.2 | 7.30 |
Swedish krona | 51.7 | 82.8 | 37.9 | 31.0 | 8.08 |
Swiss franc | 41.4 | 20.7 | 48.3 | 100.0 | 7.67 |
Taiwan new dollar | 13.8 | 44.8 | 34.5 | 27.6 | 7.31 |
Thai baht | 31.0 | 96.6 | 96.6 | 75.9 | 7.83 |
Turkish lira | 6.9 | 0.0 | 3.4 | 0.0 | 8.32 |
US dollar | 34.5 | 65.5 | 79.3 | 89.7 | 7.29 |
Page updated: 2025-02-13 02:26 EST (2025-02-13 07:26 UTC)