SGI FX Forwards - RUB-USD

Index level: 174.107 as of 06/12/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.08 % +26.27 % +68.13 % +66.55 % +59.06 %
Annualized Performance +66.55 % +16.73 %
Annualized Volatility +9.33 % +26.91 % +51.76 % +50.02 % +31.14 %
Sharpe Ratio 1.33 0.54
Max Drawdown -2.54 % -15.90 % -38.38 % -38.82 % -44.09 %

The SGI FX Forwards - RUB-USD has been calculated since 26/07/2018.
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 - RUB-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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