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SGI FX Forwards - AUD-USD

Index level: 168.107 as of 19/01/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.96 % -1.62 % -0.68 % -6.39 % -0.78 %
Annualized Performance -6.39 % -0.26 %
Annualized Volatility +10.11 % +8.70 % +12.11 % +9.20 % +9.88 %
Sharpe Ratio -0.69 -0.03
Max Drawdown -1.54 % -7.05 % -1.54 % -11.92 % -21.84 %

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