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SGI FX Forwards - AUD-USD

Index level: 161.00 as of 16/09/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.26 % -3.59 % -3.07 % -5.04 % -8.16 %
Annualized Performance -5.04 % -2.80 %
Annualized Volatility +4.28 % +6.12 % +6.79 % +6.97 % +7.57 %
Sharpe Ratio -0.72 -0.37
Max Drawdown -0.85 % -6.60 % -8.14 % -9.05 % -17.43 %

The SGI FX Forwards - AUD-USD has been calculated since 26/03/2018.
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 - AUD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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