SGI FX Forwards - ZAR/USD

Index level: 149.022 as of 18/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +2.05 % -7.88 % -2.08 % -6.49 % +4.37 %
Annualized Performance -6.49 % +1.44 %
Annualized Volatility +17.73 % +16.55 % +16.11 % +15.80 % +15.45 %
Sharpe Ratio -0.41 0.09
Max Drawdown -3.15 % -15.07 % -15.07 % -15.07 % -25.17 %

The SGI FX Forwards - ZAR/USD has been backtested since 05/02/1999 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 - ZAR/USD is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

Login to add this product to your favorites