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Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +0.01 % +0.99 % +2.32 % +1.55 % +4.44 %
Annualized Performance +1.55 % +1.46 %
Annualized Volatility +2.01 % +1.28 % +1.32 % +1.35 % +1.14 %
Sharpe Ratio 1.14 1.27
Max Drawdown -0.56 % -0.56 % -0.56 % -1.53 % -1.53 %

The SGI Credit North America IG 125 has been backtested since 20/09/2004 and calculated since 29/03/2009.
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 North America IG 125 is administered and calculated by Markit. For more information, see www.markit.com. Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to SGI Credit North America IG 125 or any data included therein, or any data from which it is based or as to results to be obtained from the use of the SGI Credit North America IG 125. Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Societe Generale or third parties and that seeks to provide an investment return based on the returns of the SGI Credit North America IG 125.
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Linked news

14 JAN 2014
Restatement of SGI Credit Europe IG 125 and SGI Credit North America IG 125 Please note that due to inconsistent maturity dates being used for the MTM calculation of all spread based Excess and Total Return Credit Markit indices, these indices have been incorrect from September 2013, the 21st until January 2014, the 14th. This issue has also impacted the following two SGI Indices: SGI Credit Europe IG 125 (SGIXCEIG) and SGI Credit North America IG 125 (SGIXCAIG). The levels of these SGI indices from September 2013, the 21st to January 2014, the 14th have been restated.
24 SEP 2014
Roll Dates Moved for Markit CDX and iTraxx

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:

  • SGI Credit North America IG 125 (<SGIXCAIG>)
  • SGI Credit Europe IG 125 (<SGIXCEIG>) 
  • SGI Credit Europe Crossover (<SGIXCEXO>)
  • SGI Credit North America HY (<SGIXCAHY>)
15 JAN 2018
3 decimal places for SGIXCEIG, SGIXCEXO, SGIXCAHY and SGIXCAIG indices

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.

5 DEC 2018
Index Disruption Event on 2 Credit Indices

On 5 December 2018 (national day of mourning for former President George H.W. Bush), a deterioration of the liquidity of the Credit Default Swap market impaired the ability of the market participants to effect transactions on the Credit Default Swap market.

This constitutes an Index Disruption Event pursuant to the Index Rules of the following indices:

• SGIXCAHY

• SGIXCAIG

Accordingly, no index level has been published for those indices for 5 December 2018.