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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
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- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
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|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||-12.02 %||-13.97 %||-15.67 %||-13.20 %||-4.48 %|
|Annualized Performance||-13.20 %||-1.51 %|
|Annualized Volatility||+37.55 %||+16.03 %||+22.25 %||+11.82 %||+8.03 %|
|Max Drawdown||-17.02 %||-20.06 %||-20.06 %||-20.06 %||-20.06 %|
The SGI Credit Europe Crossover has been backtested since 22/06/2004 and calculated since 20/03/2014.
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 Credit Europe XO Index are administered and calculated by Markit. For more information, see www.markit.com
Markit has announced iTraxx Crossover to be expanded to 75 names, from the current 60. The changes will be implemented on September 22, 2014.
Further to the new 2014 ISDA Credit Derivatives Definitions, Markit changed its roll dates for the CDX IG and iTraxx indices to October 6th 2014, and for Markit CDX HY to October 9th 2014.
As a consequence, the following SGI indices will be impacted:
The SGIXCEIG, SGIXCEXO, SGIXCAHY and SGIXCAIG indices will be rounded to 3 decimal places from and including 15th January 2018, the historical value will also be reduced to 3 decimal place due to system limitations.