You have to validate the disclaimer to access this website.

SGI FX Forwards - NZD-USD

Index level: 196.90 as of 06/08/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.65 % +3.07 % -1.35 % +1.62 % -10.47 %
Annualized Performance +1.62 % -3.62 %
Annualized Volatility +8.53 % +15.62 % +14.43 % +11.89 % +9.59 %
Sharpe Ratio 0.14 -0.38
Max Drawdown -1.57 % -12.44 % -15.63 % -16.05 % -24.21 %

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