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SGI FX Forwards - AUD-USD

Index level: 165.36 as of 18/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.70 % -2.00 % -0.44 % -5.50 % -5.72 %
Annualized Performance -5.50 % -1.95 %
Annualized Volatility +6.50 % +6.91 % +7.05 % +7.23 % +7.76 %
Sharpe Ratio -0.76 -0.25
Max Drawdown -1.50 % -6.26 % -6.26 % -8.21 % -15.74 %

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

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