SGI FX Forwards - AUD-USD

Index level: 165.436 as of 11/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +5.66 % -0.97 % -2.26 % -3.69 % +3.63 %
Annualized Performance -3.69 % +1.20 %
Annualized Volatility +13.30 % +13.03 % +12.95 % +11.42 % +10.96 %
Sharpe Ratio -0.32 0.11
Max Drawdown -1.82 % -12.20 % -12.20 % -12.20 % -18.28 %

The SGI FX Forwards - AUD-USD has been calculated since 26/03/2018.
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 - AUD/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG