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SGI FX Forwards - GBP-USD

Index level: 86.11 as of 28/10/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.19 % +4.32 % -2.31 % +0.44 % -4.68 %
Annualized Performance +0.44 % -1.58 %
Annualized Volatility +9.45 % +9.59 % +11.70 % +11.29 % +9.44 %
Sharpe Ratio 0.04 -0.17
Max Drawdown -1.21 % -5.54 % -13.06 % -14.14 % -22.30 %

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