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SGI FX Forwards - RUB-USD

Index level: 105.27 as of 22/08/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -3.69 % +2.35 % +8.99 % +8.07 % +18.37 %
Annualized Performance +8.07 % +5.78 %
Annualized Volatility +11.01 % +7.84 % +7.78 % +9.27 % +11.50 %
Sharpe Ratio 0.87 0.50
Max Drawdown -5.29 % -5.70 % -5.70 % -5.70 % -18.76 %

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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