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SGI FX Forwards - CNH-USD

Index level: 110.33 as of 14/02/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.29 % +0.95 % -0.04 % -2.79 % +1.68 %
Annualized Performance -2.79 % +0.56 %
Annualized Volatility +6.59 % +4.57 % +5.62 % +4.59 % +4.87 %
Sharpe Ratio -0.61 0.11
Max Drawdown -2.32 % -2.32 % -2.32 % -6.93 % -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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