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SGI FX Forwards - CHF-USD

Index level: 110.21 as of 19/01/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.47 % +5.20 % -0.56 % +7.37 % +0.42 %
Annualized Performance +7.37 % +0.14 %
Annualized Volatility +5.78 % +6.44 % +5.70 % +7.34 % +6.10 %
Sharpe Ratio 1.00 0.02
Max Drawdown -1.38 % -3.16 % -1.38 % -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