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SGI FX Forwards - CHF-USD

Index level: 106.83 as of 03/08/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +2.49 % +3.97 % +4.02 % +4.53 % -3.25 %
Annualized Performance +4.53 % -1.09 %
Annualized Volatility +4.64 % +8.24 % +7.77 % +6.72 % +6.15 %
Sharpe Ratio 0.67 -0.18
Max Drawdown -0.63 % -5.80 % -5.80 % -5.80 % -13.05 %

The SGI FX Forwards - CHF-USD has been calculated since 20/08/2018.
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 - CHU/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG