Performance overview - Japanese yen

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Background on the model

Our proprietary USD/JPY model is calibrated over the medium term and incorporates a cost of carry estimated from the prevailing interest rate differential. Besides currency impact it also incorporates the statistical signals of other asset classes.

Performance YTD

Daily returns YTD



Daily returns over the last 30 days

Date Return
2020-11-240.07%
2020-11-23-0.63%
2020-11-20-0.12%
2020-11-190.07%
2020-11-180.35%
2020-11-170.37%
2020-11-160.04%
2020-11-130.31%
2020-11-120.41%
2020-11-11-0.22%
2020-11-100.21%
2020-11-09-1.93%
2020-11-060.13%
2020-11-050.99%
2020-11-04-0.03%
2020-11-030.22%
2020-11-02-0.06%
2020-10-30-0.05%
2020-10-29-0.28%
2020-10-280.09%
2020-10-270.40%



Monthly historical returns

Date Asset Long/short Long only
2020-11-240.15%0.15%0.15%
2020-10-300.72%0.72%0.72%
2020-09-300.35%0.35%0.35%
2020-08-31-0.13%-0.13%-0.13%
2020-07-311.93%1.93%1.93%
2020-06-30-0.11%-0.11%-0.11%
2020-05-29-0.66%-0.66%-0.66%
2020-04-300.28%0.04%0.17%
2020-03-310.25%0.25%0.25%
2020-02-280.30%0.30%0.30%
2020-01-310.08%0.08%0.08%