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SGI FX Forwards - CHF-USD

Index level: 106.41 as of 23/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.28 % +5.71 % +3.61 % +4.98 % -3.26 %
Annualized Performance +4.98 % -1.10 %
Annualized Volatility +6.30 % +7.23 % +7.68 % +6.97 % +6.05 %
Sharpe Ratio 0.72 -0.18
Max Drawdown -2.13 % -2.45 % -5.80 % -5.80 % -13.05 %

The SGI FX Forwards - CHF-USD has been calculated since 20/08/2018.
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 - CHU/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG