You have to validate the disclaimer to access this website.

SGI FX Forwards - AUD-USD

Index level: 153.55 as of 27/05/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.77 % -3.28 % -6.62 % -5.63 % -12.47 %
Annualized Performance -5.63 % -4.34 %
Annualized Volatility +13.54 % +15.03 % +16.27 % +11.22 % +8.85 %
Sharpe Ratio -0.50 -0.49
Max Drawdown -2.05 % -18.28 % -17.96 % -18.82 % -29.74 %

The SGI FX Forwards - AUD-USD has been calculated since 26/03/2018.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The SGI FX Forwards - AUD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

Login to add this product to your favorites