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Constant Maturity Collar EURUSD

Index level: 1002.10 as of 24/02/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.02 % +0.08 % -0.03 % +0.46 % -0.19 %
Annualized Performance +0.46 % -0.06 %
Annualized Volatility +0.20 % +0.20 % +0.20 % +0.37 % +0.29 %
Sharpe Ratio 1.23 -0.21
Max Drawdown -0.06 % -0.09 % -0.07 % -0.45 % -0.80 %

The Constant Maturity Collar EURUSD has been backtested since 10/05/2017 and calculated since 10/05/2017.
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 Constant Maturity Collar EURUSD Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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