SGI FX Forwards - EUR-USD

Index level: 79.024 as of 08/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +4.50 % -2.72 % -8.84 % -8.60 % -8.20 %
Annualized Performance -8.60 % -2.81 %
Annualized Volatility +11.91 % +11.05 % +10.19 % +9.95 % +7.86 %
Sharpe Ratio -0.86 -0.36
Max Drawdown -1.62 % -10.28 % -17.00 % -17.00 % -23.27 %

The SGI FX Forwards - EUR-USD has been calculated since 29/08/2018.
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 - EUR-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG