1/2/2018 to 2/21/2020
Average correlation: -0.02858

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE18.33652-4.91460-0.03251
ARSARS - Argentine PesoAR0.885405.797220.17452
AUDAUD - Australian DollarAU57.296252.964060.01109
BDTBDT - Bangladeshi TakaBD0.03285-0.12482-0.01951
BHDBHD - Bahraini DinarBH1749.20282-47.72841-0.03233
BRLBRL - Brazilian RealBR8.9146119.601110.18596
CADCAD - Canadian DollarCA118.37575-28.39288-0.07392
CHFCHF - Swiss FrancCH233.65185-54.61891-0.10122
CNHCNH - Chinese Renminbi/Yuan InternationalCN3.26943-1.29674-0.02031
CNYCNY - Chinese Renminbi/Yuan 3.31137-1.21533-0.01892
DKKDKK - Danish KroneDK3.25720-0.07596-0.00119
EUREUR - Euro 184.83606-1.67380-0.00349
GBPGBP - British Pound SterlingGB249.61264-80.27340-0.14392
HKDHKD - Hong Kong DollarHK4.13300-3.62263-0.05048
IDRIDR - Indonesian RupiahID0.00000-0.00533-0.13213
INRINR - Indian RupeeIN0.03852-0.01892-0.00273
JPYJPY - Japanese YenJP0.02211-0.15113-0.02879
KRWKRW - South Korean WonKR0.00010-0.01247-0.03496
KWDKWD - Kuwaiti DinarKW2523.78912-63.00141-0.03552
LKRLKR - Sri Lankan RupeeLK0.00323-0.00776-0.00387
MXNMXN - Mexican PesoMX0.67159-3.10625-0.10737
MYRMYR - Malaysian RinggitMY11.17052-8.89238-0.07537
NOKNOK - Norwegian KroneNO1.563953.552530.08047
NZDNZD - New Zealand DollarNZ70.15142-3.54821-0.01200
OMROMR - Omani RialOM1670.13602-46.23832-0.03205
QARQAR - Qatari RiyalQA18.66544-4.94898-0.03245
RUBRUB - Russian RubleRU0.04962-1.25051-0.15901
SARSAR - Saudi RiyalSA17.57623-4.73638-0.03200
SEKSEK - Swedish KronaSE1.24464-0.83559-0.02122
SGDSGD - Singapore DollarSG114.67591-16.12428-0.04265
THBTHB - Thai BahtTH0.31834-1.59868-0.08026
TRYTRY - Turkish LiraTR5.973800.153840.00178
USDUSD - United States DollarUS247.41139-18.01746-0.03245
ZARZAR - South African RandZA0.56293-1.66871-0.06300











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