SGI FX Forwards - AUD-USD

Index level: 155.825 as of 07/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.80 % -7.14 % -7.94 % -5.96 % -2.53 %
Annualized Performance -5.96 % -0.85 %
Annualized Volatility +17.51 % +14.37 % +13.56 % +13.27 % +11.86 %
Sharpe Ratio -0.45 -0.07
Max Drawdown -2.72 % -12.83 % -18.65 % -18.65 % -22.20 %

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