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SGI FX Forwards - MXN/USD in USD

Index level: 173.459 as of 18/10/2021

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.00 % -0.53 % +0.00 % +1.54 % +6.98 %
Annualized Performance +1.54 % +2.27 %
Annualized Volatility -- +7.52 % -- +10.29 % +14.26 %
Sharpe Ratio 0.15 0.16
Max Drawdown -- -4.23 % -- -6.86 % -25.78 %

The SGI FX Forwards - MXN/USD in USD has been backtested since 08/02/1999 and calculated since 05/03/2018.
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 - MXN/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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