SGI FX Forwards - JPY-USD

Index level: 57.032 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 +3.44 % -13.12 % -13.69 % -17.30 % -22.49 %
Annualized Performance -17.30 % -8.14 %
Annualized Volatility +17.10 % +12.31 % +11.35 % +9.62 % +7.85 %
Sharpe Ratio -1.80 -1.04
Max Drawdown -2.68 % -17.87 % -18.70 % -22.03 % -27.33 %

The SGI FX Forwards - JPY-USD has been calculated since 16/08/2018.
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 - JPY-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG