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SGI FX Forwards - AUD-USD

Index level: 141.15 as of 26/03/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -8.53 % -10.98 % -14.16 % -16.10 % -21.27 %
Annualized Performance -16.10 % -7.66 %
Annualized Volatility +27.22 % +12.20 % +16.25 % +9.56 % +8.27 %
Sharpe Ratio -1.68 -0.93
Max Drawdown -13.54 % -18.28 % -17.96 % -20.53 % -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

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