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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:
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|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||-0.01 %||+1.18 %||+0.08 %||+2.07 %||+4.58 %|
|Annualized Performance||+2.07 %||+1.50 %|
|Annualized Volatility||+1.10 %||+0.91 %||+0.96 %||+1.12 %||+1.12 %|
|Max Drawdown||-0.22 %||-0.26 %||-0.26 %||-0.56 %||-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.
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:
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:
Accordingly, no index level has been published for those indices for 5 December 2018.
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.