1/2/2018 to 7/31/2020
Average correlation: -0.33684

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE23.82828-115.21758-0.47452
ARSARS - Argentine PesoAR1.0515326.424140.51805
AUDAUD - Australian DollarAU75.01692-152.26003-0.35342
BDTBDT - Bangladeshi TakaBD0.04220-4.72536-0.46246
BHDBHD - Bahraini DinarBH2264.19655-1119.49646-0.47299
BRLBRL - Brazilian RealBR10.5497077.574730.48016
CADCAD - Canadian DollarCA136.98474-251.39287-0.43182
CHFCHF - Swiss FrancCH366.10515-534.59602-0.56170
CNHCNH - Chinese Renminbi/Yuan InternationalCN4.17839-46.39725-0.45632
CNYCNY - Chinese Renminbi/Yuan 4.21732-46.46456-0.45487
DKKDKK - Danish KroneDK4.73852-51.56540-0.47623
EUREUR - Euro 265.70848-384.96674-0.47479
GBPGBP - British Pound SterlingGB323.47929-460.89768-0.51519
HKDHKD - Hong Kong DollarHK5.54951-58.10164-0.49584
IDRIDR - Indonesian RupiahID0.00000-0.02649-0.44028
INRINR - Indian RupeeIN0.03949-3.30509-0.33437
JPYJPY - Japanese YenJP0.03078-4.33299-0.49653
KRWKRW - South Korean WonKR0.00012-0.23117-0.42146
KWDKWD - Kuwaiti DinarKW3134.94353-1270.39179-0.45615
LKRLKR - Sri Lankan RupeeLK0.00377-1.22967-0.40256
MXNMXN - Mexican PesoMX0.58462-4.53475-0.11923
MYRMYR - Malaysian RinggitMY12.92433-78.91674-0.44131
NOKNOK - Norwegian KroneNO1.61157-5.11299-0.08097
NZDNZD - New Zealand DollarNZ81.55694-157.89626-0.35150
OMROMR - Omani RialOM2172.80347-1100.83585-0.47478
QARQAR - Qatari RiyalQA24.24919-116.20200-0.47440
RUBRUB - Russian RubleRU0.04621-3.18003-0.29741
SARSAR - Saudi RiyalSA22.75272-112.10944-0.47251
SEKSEK - Swedish KronaSE1.94242-32.69895-0.47168
SGDSGD - Singapore DollarSG136.67865-253.60953-0.43611
THBTHB - Thai BahtTH0.37946-14.04876-0.45850
TRYTRY - Turkish LiraTR5.3874123.232840.20123
USDUSD - United States DollarUS321.51106-423.19497-0.47449
ZARZAR - South African RandZA0.526342.979110.08255











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