FX Rolling Performance Review

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

ISOCurrencyMethodSpotFair valueCurrent dev.12M avg dev.Model unc.
RONRomanian Leustatic0.22770.172327.8%19.1%13.8%13.5%1%
TRYTurkish Liradynamic0.02250.017226.4%11.2%18.2%16.5%3%
MXNMexican Pesostatic0.05650.045322.2%19.7%11.4%6.3%1%
ZARSouth African Randdynamic0.05980.049518.8%15.8%13.1%4.3%18%
ILSIsraeli Shekelstatic0.32050.276114.9%14.9%6.3%2.0%8%
FIMFinnish Markkastatic1.16021.001514.7%13.4%12.5%4.6%27%
ATSAustrian Schillingstatic1.16021.028012.1%12.1%11.1%2.6%19%
MYRMalaysian Ringgitstatic0.24900.221111.9%11.7%10.1%3.2%7%
SEKSwedish Kronastatic0.10640.096110.2%9.6%12.9%4.7%11%
HKDHong Kong Dollarstatic0.12760.11579.8%9.6%11.5%7.7%1%
DEMGerman Markstatic1.16021.06248.8%7.3%12.7%5.7%9%
GBPBritish Pounddynamic1.33091.22648.2%7.6%8.5%3.4%11%
SGDSingapore Dollarstatic0.78060.72767.0%9.8%6.4%6.2%11%
BRLBrazilian Realdynamic0.19460.18236.5%3.6%19.3%5.3%7%
NLGDutch Guilderstatic1.16021.09805.5%5.3%11.9%3.5%16%
CZKCzech Korunastatic0.04740.04544.4%6.4%14.6%6.7%6%
HUFHungarian Forintstatic0.00300.00294.3%4.5%18.2%14.8%4%
BEFBelgian Francstatic1.16021.11194.3%3.3%11.1%3.8%17%
NOKNorwegian Kronestatic0.10360.09963.9%1.7%12.9%7.9%3%
CLPChilean Pesostatic0.00110.00113.1%2.4%9.6%1.8%17%
EUREurostatic1.16021.13032.6%2.0%12.1%4.8%17%
FRFFrench Francstatic1.16021.13502.2%1.8%11.8%3.9%18%
RUBRussian Rublestatic0.01260.01242.2%-2.3%18.5%11.3%5%
AUDAustralian Dollardynamic0.69640.68311.9%2.5%11.8%2.8%23%
CHFSwiss Francstatic1.25741.23601.7%0.6%10.1%6.4%11%
CNYChinese Yuanstatic0.14560.14470.6%-0.2%4.1%2.9%10%
ESPSpanish Pesetastatic1.16021.15640.3%-0.1%12.9%3.3%28%
NZDNew Zealand Dollardynamic0.57610.5794-0.6%-4.6%13.7%5.9%18%
TWDTaiwan Dollarstatic0.03130.0320-2.0%0.1%8.2%9.6%1%
COPColombian Pesodynamic0.00030.0003-2.1%-7.8%14.6%11.2%2%
KRWSouth Korean Wondynamic0.00070.0007-3.0%-4.0%11.5%4.2%15%
THBThai Bahtstatic0.03080.0319-3.5%-1.4%6.8%3.3%20%
ITLItalian Lirastatic1.16021.2017-3.5%-4.1%13.3%6.1%19%
IEPIrish Poundstatic1.16021.2484-7.3%-12.2%23.3%16.3%8%
CADCanadian Dollarstatic0.72000.7769-7.6%-8.5%12.0%5.4%5%
DKKDanish Kronestatic0.15530.1678-7.8%-6.7%13.8%8.3%14%
PTEPortuguese Escudostatic1.16021.2633-8.5%-7.7%15.2%8.1%15%
PHPPhilippine Pesostatic0.01670.0185-10.5%-11.8%11.0%4.4%5%
IDRIndonesian Rupiahstatic0.00010.0001-10.8%-11.5%7.0%2.6%2%
INRIndian Rupeedynamic0.01070.0130-19.1%-19.1%7.5%7.8%3%
JPYJapanese Yenstatic0.00630.0080-24.7%-24.8%14.5%12.8%1%