SGI FX Forwards - ZAR/USD

Index level: 145.691 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 +4.02 % -9.65 % -4.27 % -4.37 % -3.20 %
Annualized Performance -4.37 % -1.08 %
Annualized Volatility +18.75 % +16.07 % +15.90 % +15.94 % +15.79 %
Sharpe Ratio -0.27 -0.07
Max Drawdown -3.51 % -15.42 % -19.77 % -19.77 % -25.17 %

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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