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SGI FX Forwards - CNH-USD

Index level: 112.10 as of 15/07/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.86 % -1.71 % +0.11 % -2.48 % +3.17 %
Annualized Performance -2.48 % +1.05 %
Annualized Volatility +3.43 % +4.06 % +4.28 % +4.75 % +4.63 %
Sharpe Ratio -0.52 0.23
Max Drawdown -0.58 % -3.86 % -3.86 % -3.87 % -9.74 %

The SGI FX Forwards - CNH-USD has been calculated since 14/08/2018.
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 - CNH-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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