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SGI FX Forwards - AUD-USD

Index level: 159.61 as of 24/01/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -2.29 % -1.63 % -2.93 % -5.55 % -10.10 %
Annualized Performance -5.55 % -3.49 %
Annualized Volatility +6.10 % +5.92 % +5.89 % +6.39 % +7.16 %
Sharpe Ratio -0.87 -0.49
Max Drawdown -2.76 % -3.07 % -2.37 % -8.68 % -17.92 %

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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