SGI FX Forwards - ILS-USD

Index level: 138.88 as of 07/05/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.10 % +3.10 % -1.50 % +7.44 % +5.07 %
Annualized Performance +7.44 % +1.66 %
Annualized Volatility +5.64 % +7.49 % +8.42 % +6.97 % +7.48 %
Sharpe Ratio 1.07 0.22
Max Drawdown -0.94 % -6.32 % -6.32 % -6.32 % -10.92 %

The SGI FX Forwards - ILS-USD has been calculated since 27/08/2018.
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 - ILS-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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