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SGI FX Forwards - CNH-USD

Index level: 108.53 as of 18/10/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.34 % -5.67 % -3.08 % -2.13 % +0.36 %
Annualized Performance -2.13 % +0.12 %
Annualized Volatility +5.76 % +4.95 % +4.81 % +4.58 % +4.86 %
Sharpe Ratio -0.46 0.02
Max Drawdown -1.03 % -6.45 % -6.93 % -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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