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SGI FX Forwards - RUB-USD

Index level: 109.10 as of 18/11/2019

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.62 % +3.38 % +12.95 % +8.21 % +20.27 %
Annualized Performance +8.21 % +6.35 %
Annualized Volatility +7.07 % +8.05 % +7.76 % +8.65 % +11.13 %
Sharpe Ratio 0.95 0.57
Max Drawdown -1.71 % -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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