SGI FX Forwards - ILS-USD

Index level: 137.259 as of 10/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +5.87 % -1.90 % -5.19 % -1.95 % +3.80 %
Annualized Performance -1.95 % +1.25 %
Annualized Volatility +9.34 % +10.89 % +10.38 % +9.39 % +8.73 %
Sharpe Ratio -0.21 0.14
Max Drawdown -1.26 % -10.33 % -13.03 % -13.47 % -13.47 %

The SGI FX Forwards - ILS-USD has been calculated since 27/08/2018.
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 - ILS-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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