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SGI FX Forwards - CAD-USD

Index level: 114.70 as of 25/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.10 % -0.20 % -2.40 % -1.45 % -3.24 %
Annualized Performance -1.45 % -1.09 %
Annualized Volatility +2.33 % +3.78 % +2.82 % +4.19 % +6.06 %
Sharpe Ratio -0.35 -0.18
Max Drawdown -1.03 % -2.65 % -2.59 % -3.06 % -11.85 %

The SGI FX Forwards - CAD-USD has been calculated since 08/08/2018.
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 - CAD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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