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SGI FX Forwards - AUD-USD

Index level: 167.46 as of 22/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.32 % +22.73 % +1.84 % +5.36 % -11.06 %
Annualized Performance +5.36 % -3.83 %
Annualized Volatility +10.47 % +12.58 % +13.86 % +12.19 % +9.12 %
Sharpe Ratio 0.44 -0.42
Max Drawdown -2.56 % -2.56 % -17.96 % -18.28 % -29.74 %

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