SGI FX Forwards - EUR-USD

Index level: 76.774 as of 17/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.60 % -11.32 % -11.43 % -14.81 % -11.77 %
Annualized Performance -14.81 % -4.09 %
Annualized Volatility +9.41 % +10.08 % +9.50 % +8.09 % +7.08 %
Sharpe Ratio -1.83 -0.58
Max Drawdown -1.74 % -12.36 % -13.34 % -16.63 % -19.89 %

The SGI FX Forwards - EUR-USD has been calculated since 29/08/2018.
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 - EUR-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG