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SGI FX Forwards - BRL/USD

Index level: 197.82 as of 12/06/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.00 % -29.60 % -29.60 % -29.60 % -35.47 %
Annualized Performance -29.60 % -13.59 %
Annualized Volatility -- +28.16 % +28.16 % +28.16 % +54.88 %
Sharpe Ratio -1.05 -0.25
Max Drawdown -- -2.31 % -2.31 % -2.31 % -44.62 %

The SGI FX Forwards - BRL/USD has been backtested since 27/07/2000 and calculated since 05/03/2018.
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 - BRL/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG