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SGI FX Forwards - NZD-USD

Index level: 185.86 as of 01/06/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.53 % -2.18 % -6.88 % -4.01 % -11.36 %
Annualized Performance -4.01 % -3.94 %
Annualized Volatility +15.90 % +14.96 % +16.11 % +11.59 % +9.47 %
Sharpe Ratio -0.35 -0.42
Max Drawdown -2.95 % -16.05 % -15.63 % -16.71 % -24.83 %

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

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