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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 +8.03 % +4.43 % -11.03 % -5.17 % -6.47 %
Annualized Performance -5.17 % -2.21 %
Annualized Volatility +19.10 % +18.50 % +17.95 % +16.48 % +16.34 %
Sharpe Ratio -0.31 -0.13
Max Drawdown -1.78 % -9.43 % -24.82 % -25.17 % -32.55 %

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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