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SGI FX Forwards - GBP-USD

Index level: 86.76 as of 10/08/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.36 % +1.02 % -1.57 % +7.37 % -3.30 %
Annualized Performance +7.37 % -1.11 %
Annualized Volatility +8.84 % +13.32 % +12.44 % +11.55 % +9.40 %
Sharpe Ratio 0.64 -0.12
Max Drawdown -0.71 % -12.31 % -13.06 % -14.14 % -22.30 %

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