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SGI FX Forwards - MXN/USD in USD

Index level: 183.279 as of 17/05/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -0.30 % +5.66 % +5.66 % +4.85 % +12.07 %
Annualized Performance +4.85 % +3.87 %
Annualized Volatility +9.00 % +10.35 % +10.35 % +9.20 % +14.58 %
Sharpe Ratio 0.53 0.27
Max Drawdown -2.64 % -3.66 % -3.66 % -5.03 % -25.78 %

The SGI FX Forwards - MXN/USD in USD has been backtested since 08/02/1999 and calculated since 05/03/2018.
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 - MXN/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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