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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||-0.01 %||-12.15 %||-11.58 %||-2.55 %||+9.47 %|
|Annualized Performance||-2.55 %||+3.06 %|
|Annualized Volatility||+20.28 %||+35.46 %||+35.32 %||+25.95 %||+17.65 %|
|Max Drawdown||-4.92 %||-34.20 %||-34.20 %||-34.20 %||-34.20 %|
The SG European Quality Income Index has been backtested since 08/01/2001 and calculated since 21/03/2013.
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 SG European Quality Income Index (EUR - NTR) (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.
The following amendments have been made to the SG European Quality Income Index Rules:
1. The Index is now based on a stock-selection process generating a fixed number of 50 components (previously between 25 and 75 stocks).
2. The quarterly rebalancing is smoothed linearly over 5 days (previously 1 day).
They will be effective on October 9 th 2017 for the following indices:
· SGI European Quality Income Price Return in EUR Index
· SGI European Quality Income Price Return in USD Index
· SGI European Quality Income Net Total Return in EUR Index
· SGI European Quality Income Net Total Return in USD Index
Due to recent dividend cuts announced by companies following the recent markets drawdowns, we used a second data source to cross-check dividends used for April rebalancing. Therefore, any company that cancelled its next dividend according to this second data source was excluded from the selection process.