SGI FX Forwards - RUB-USD

Index level: 157.360 as of 01/02/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.69 % +2.52 % +1.69 % +55.47 % +41.53 %
Annualized Performance +55.47 % +12.27 %
Annualized Volatility +15.26 % +22.04 % +15.26 % +50.86 % +31.63 %
Sharpe Ratio 1.09 0.39
Max Drawdown -4.20 % -19.89 % -4.20 % -38.38 % -42.64 %

The SGI FX Forwards - RUB-USD has been calculated since 26/07/2018.
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 - RUB-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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