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SGI FX Forwards - NZD-USD

Index level: 195.15 as of 20/01/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.22 % -2.88 % -2.23 % -3.11 % -7.65 %
Annualized Performance -3.11 % -2.62 %
Annualized Volatility +7.57 % +6.95 % +6.69 % +7.53 % +8.12 %
Sharpe Ratio -0.41 -0.32
Max Drawdown -2.14 % -8.18 % -1.65 % -10.53 % -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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