1/2/2018 to 5/15/2020
Average correlation: -0.20465

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE20.95878-66.95410-0.32457
ARSARS - Argentine PesoAR0.9774417.972580.40344
AUDAUD - Australian DollarAU54.64563-35.02495-0.10515
BDTBDT - Bangladeshi TakaBD0.03720-2.69497-0.31012
BHDBHD - Bahraini DinarBH1995.71509-651.33030-0.32357
BRLBRL - Brazilian RealBR10.1335255.236080.38509
CADCAD - Canadian DollarCA120.53290-135.21347-0.27333
CHFCHF - Swiss FrancCH287.37445-310.07102-0.40593
CNHCNH - Chinese Renminbi/Yuan InternationalCN3.64459-25.85249-0.30054
CNYCNY - Chinese Renminbi/Yuan 3.69446-26.00175-0.30022
DKKDKK - Danish KroneDK3.63257-24.56694-0.28606
EUREUR - Euro 205.88407-185.54712-0.28699
GBPGBP - British Pound SterlingGB275.06775-277.11160-0.37081
HKDHKD - Hong Kong DollarHK4.81562-34.28159-0.34670
IDRIDR - Indonesian RupiahID0.00000-0.01466-0.28588
INRINR - Indian RupeeIN0.03832-1.79616-0.20365
JPYJPY - Japanese YenJP0.02615-2.48019-0.34038
KRWKRW - South Korean WonKR0.00011-0.12119-0.26048
KWDKWD - Kuwaiti DinarKW2788.57977-728.84338-0.30631
LKRLKR - Sri Lankan RupeeLK0.00335-0.62233-0.23858
MXNMXN - Mexican PesoMX0.62988-2.43987-0.06823
MYRMYR - Malaysian RinggitMY11.71024-45.99126-0.29827
NOKNOK - Norwegian KroneNO1.508496.363240.11498
NZDNZD - New Zealand DollarNZ66.87527-54.27355-0.14729
OMROMR - Omani RialOM1909.25542-638.79179-0.32445
QARQAR - Qatari RiyalQA21.33346-67.53378-0.32450
RUBRUB - Russian RubleRU0.04611-1.74216-0.18006
SARSAR - Saudi RiyalSA19.99482-64.81416-0.32168
SEKSEK - Swedish KronaSE1.29707-12.83716-0.25015
SGDSGD - Singapore DollarSG120.74069-138.33699-0.27940
THBTHB - Thai BahtTH0.33444-7.96832-0.30579
TRYTRY - Turkish LiraTR5.7228714.016870.13004
USDUSD - United States DollarUS282.78820-245.89979-0.32452
ZARZAR - South African RandZA0.565153.459580.10213











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