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SGI FX Forwards - CNH-USD

Index level: 121.35 as of 14/01/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.17 % +9.96 % +0.72 % +8.47 % +3.56 %
Annualized Performance +8.47 % +1.17 %
Annualized Volatility +5.17 % +5.50 % +4.37 % +5.21 % +5.11 %
Sharpe Ratio 1.62 0.23
Max Drawdown -0.70 % -1.14 % -0.70 % -4.36 % -12.16 %

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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