SGI FX Forwards - GBP-USD

Index level: 80.600 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 +5.58 % -2.97 % -10.03 % -8.66 % -7.67 %
Annualized Performance -8.66 % -2.62 %
Annualized Volatility +17.97 % +15.90 % +12.95 % +12.66 % +10.66 %
Sharpe Ratio -0.68 -0.25
Max Drawdown -1.87 % -14.46 % -21.85 % -21.85 % -24.50 %

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