1/2/2018 to 9/18/2020
Average correlation: -0.39572

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE25.42980-139.16426-0.53691
ARSARS - Argentine PesoAR1.0948330.615340.56926
AUDAUD - Australian DollarAU97.26593-234.79827-0.46319
BDTBDT - Bangladeshi TakaBD0.04503-5.74006-0.52626
BHDBHD - Bahraini DinarBH2417.37108-1353.66226-0.53565
BRLBRL - Brazilian RealBR10.7786189.128190.52818
CADCAD - Canadian DollarCA153.58939-324.64482-0.50965
CHFCHF - Swiss FrancCH435.76234-672.36390-0.62665
CNHCNH - Chinese Renminbi/Yuan InternationalCN4.72254-59.40881-0.53187
CNYCNY - Chinese Renminbi/Yuan 4.74975-59.37801-0.53007
DKKDKK - Danish KroneDK5.93026-70.02280-0.55943
EUREUR - Euro 330.09734-520.84846-0.55775
GBPGBP - British Pound SterlingGB385.76104-593.41445-0.58782
HKDHKD - Hong Kong DollarHK5.95761-69.87729-0.55699
IDRIDR - Indonesian RupiahID0.00000-0.03130-0.49611
INRINR - Indian RupeeIN0.04123-4.24139-0.40637
JPYJPY - Japanese YenJP0.03383-5.31362-0.56205
KRWKRW - South Korean WonKR0.00014-0.29820-0.49905
KWDKWD - Kuwaiti DinarKW3361.12568-1554.91370-0.52181
LKRLKR - Sri Lankan RupeeLK0.00409-1.56981-0.47741
MXNMXN - Mexican PesoMX0.56893-6.63210-0.17107
MYRMYR - Malaysian RinggitMY14.28460-100.08816-0.51522
NOKNOK - Norwegian KroneNO1.88691-15.59286-0.22085
NZDNZD - New Zealand DollarNZ94.60037-223.41267-0.44690
OMROMR - Omani RialOM2318.68366-1329.38960-0.53713
QARQAR - Qatari RiyalQA25.87304-140.33092-0.53675
RUBRUB - Russian RubleRU0.04408-3.40101-0.31516
SARSAR - Saudi RiyalSA24.30179-135.64115-0.53533
SEKSEK - Swedish KronaSE2.65797-46.91296-0.55984
SGDSGD - Singapore DollarSG150.45545-321.50298-0.50995
THBTHB - Thai BahtTH0.40611-17.14501-0.52343
TRYTRY - Turkish LiraTR5.5264733.638340.27839
USDUSD - United States DollarUS343.11900-511.15776-0.53688
ZARZAR - South African RandZA0.498202.298090.06334











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