SGI FX Forwards - RUB-USD

Index level: 163.591 as of 04/07/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +21.47 % +60.75 % +60.58 % +63.61 % +53.69 %
Annualized Performance +63.61 % +15.40 %
Annualized Volatility +29.82 % +68.78 % +68.52 % +47.46 % +29.71 %
Sharpe Ratio 1.34 0.52
Max Drawdown -2.24 % -38.38 % -38.38 % -41.45 % -44.09 %

The SGI FX Forwards - RUB-USD has been calculated since 26/07/2018.
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 - RUB-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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