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Table 1 Return differences on 3-month deposits

From: On the rewards to international investing: a safe haven currency perspective

Period

Euro

USD

UKST

1980–2016

−0.01

1.65

1.34

1980–2007

1.09

2.70

3.60

1980–2003

0.90

2.71

3.22

2008–2016

−3.78

−0.70

−4.80

  1. Note: Annualized returns on 3-month deposits after conversion in CHF in excess of the return on a 3-month CHF portfolio