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SGI FX Forwards - NZD-USD

Index level: 188.95 as of 18/10/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.73 % -4.80 % -5.40 % -3.89 % -10.79 %
Annualized Performance -3.89 % -3.74 %
Annualized Volatility +8.51 % +7.10 % +7.90 % +8.03 % +8.61 %
Sharpe Ratio -0.49 -0.43
Max Drawdown -1.45 % -8.18 % -10.53 % -10.66 % -17.13 %

The SGI FX Forwards - NZD-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 - NZD-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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