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SGI FX Forwards - MXN/USD in USD

Index level: 149.92 as of 24/09/2020

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance -1.82 % -3.79 % -3.79 % -3.79 % -6.11 %
Annualized Performance -3.79 % -2.08 %
Annualized Volatility +17.51 % +15.72 % +15.72 % +15.72 % +16.41 %
Sharpe Ratio -0.24 -0.13
Max Drawdown -5.18 % -5.18 % -5.18 % -5.18 % -10.61 %

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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