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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.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||+1.65 %||+1.79 %||+1.88 %||+3.81 %||+27.61 %|
|Annualized Performance||+3.81 %||+8.47 %|
|Annualized Volatility||+8.93 %||+11.93 %||+8.85 %||+12.73 %||+18.11 %|
|Max Drawdown||-1.10 %||-10.13 %||-1.10 %||-11.14 %||-36.30 %|
The SGI World Momentum Index has been backtested since 04/04/2002 and calculated since 31/10/2015.
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.
Following the announcement of the CDOR administrator that the 6 Months CIDOR rate will no longer be published, it has been decided that the 3 Month CIDOR rate will be used to compute Merton Distance to Default scores of Canadian Stocks in all Europe and World equity risk premia indices.