1/2/2018 to 1/15/2021
Average correlation: -0.42975

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE25.31726-148.60870-0.56625
ARSARS - Argentine PesoAR1.1755134.572530.61136
AUDAUD - Australian DollarAU116.99931-296.91758-0.52628
BDTBDT - Bangladeshi TakaBD0.04480-6.13965-0.55611
BHDBHD - Bahraini DinarBH2407.11734-1446.22309-0.56515
BRLBRL - Brazilian RealBR10.9908797.655050.56475
CADCAD - Canadian DollarCA163.11374-370.50904-0.55620
CHFCHF - Swiss FrancCH476.45363-756.13801-0.66415
CNHCNH - Chinese Renminbi/Yuan InternationalCN5.23912-69.38133-0.58115
CNYCNY - Chinese Renminbi/Yuan 5.23719-69.11371-0.57902
DKKDKK - Danish KroneDK6.68052-81.75400-0.60643
EUREUR - Euro 370.12845-606.77185-0.60468
GBPGBP - British Pound SterlingGB423.40052-675.88746-0.62976
HKDHKD - Hong Kong DollarHK5.95377-74.60794-0.58622
IDRIDR - Indonesian RupiahID0.00000-0.03469-0.53613
INRINR - Indian RupeeIN0.04066-4.62985-0.44022
JPYJPY - Japanese YenJP0.03506-5.85728-0.59973
KRWKRW - South Korean WonKR0.00016-0.36255-0.55546
KWDKWD - Kuwaiti DinarKW3364.86929-1676.38486-0.55407
LKRLKR - Sri Lankan RupeeLK0.00396-1.62239-0.49451
MXNMXN - Mexican PesoMX0.58532-9.56389-0.23967
MYRMYR - Malaysian RinggitMY14.95576-112.73420-0.55889
NOKNOK - Norwegian KroneNO2.08086-22.89726-0.30432
NZDNZD - New Zealand DollarNZ111.06376-281.02193-0.51125
OMROMR - Omani RialOM2310.38110-1420.88388-0.56675
QARQAR - Qatari RiyalQA25.71677-149.57060-0.56547
RUBRUB - Russian RubleRU0.04165-3.25148-0.30547
SARSAR - Saudi RiyalSA24.19774-144.91966-0.56483
SEKSEK - Swedish KronaSE3.24931-57.21142-0.60850
SGDSGD - Singapore DollarSG157.16388-362.03693-0.55367
THBTHB - Thai BahtTH0.42266-19.16819-0.56527
TRYTRY - Turkish LiraTR6.2093046.572030.35833
USDUSD - United States DollarUS341.60265-545.85490-0.56623
ZARZAR - South African RandZA0.52511-1.28792-0.03408














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