SGI FX Forwards - TWD-USD

Index level: 73.167 as of 19/01/2023

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.67 % -2.73 % +0.67 % -10.72 % -10.86 %
Annualized Performance -10.72 % -3.76 %
Annualized Volatility +6.31 % +7.12 % +6.31 % +6.32 % +4.90 %
Sharpe Ratio -1.69 -0.77
Max Drawdown -0.40 % -7.49 % -0.40 % -15.13 % -17.87 %

The SGI FX Forwards - TWD-USD has been calculated since 04/09/2018.
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 - TWD-USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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