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SGI FX Forwards - NZD-USD

Index level: 188.62 as of 14/11/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.15 % -3.53 % -5.56 % -6.74 % -9.53 %
Annualized Performance -6.74 % -3.28 %
Annualized Volatility +8.44 % +7.30 % +7.86 % +7.80 % +8.50 %
Sharpe Ratio -0.86 -0.39
Max Drawdown -1.77 % -8.18 % -10.53 % -10.66 % -17.13 %

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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