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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -4.99 % +1.44 % -7.58 % -5.17 % -0.92 %
Annualized Performance -5.17 % -0.31 %
Annualized Volatility +13.43 % +12.09 % +11.99 % +12.73 % +15.43 %
Sharpe Ratio -0.41 -0.02
Max Drawdown -3.29 % -7.06 % -6.63 % -9.89 % -23.02 %

The SGI FX Forwards - ZAR/USD has been backtested since 05/02/1999 and calculated since 05/03/2018.
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 - ZAR/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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