Index List – Société Générale Index

Indices list

266 indice(s) displayed out of 476 (See all)

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	performance3Years	performance3YearsAnnualized	volatility3Years	sharpeRatio3Years	maxDrawdown3Years
Lyxor AM-GARI Index	SGIXLGRP	Total Return	Equity	Strategy	Europe	--	--	--	--	--
SGI FX Trend Following Index	SGIXTFFX	Excess Return	Foreign Exchange	Strategy	Global	-17.69 %	-6.28 %	+10.66 %	-0.59	-20.52 %
SGI Dynamic Oil Hybrid	SGICDOHI	Total Return	Commodities	Strategy	Global	+46.77 %	+13.64 %	+24.18 %	--	-29.89 %
SG Seasonal Factor Commodity MKR VT6 Index	SGCOM61E	Excess Return	Commodities	Strategy	Global	-3.55 %	-1.20 %	+5.74 %	-0.21	-15.29 %
SGI European Equity Low Vol Premium Index-USD hedged	SGIXELVU	Excess Return	Equity	Strategy	Europe	+3.14 %	+1.03 %	+5.02 %	0.21	-8.57 %
SGI European Low Beta Hedged Index	SGLVENH	Excess Return	Equity	Strategy	Europe	-0.09 %	-0.03 %	+4.23 %	-0.01	-100.00 %
SGI Commodities Curve Momentum Beta+ ER	SGICCLME	Excess Return	Commodities	Strategy	Global	+11.75 %	+3.77 %	+10.48 %	0.36	-14.25 %
SGI SLS Emerging 11%	SGIXSE11	Excess Return	Equity	Strategy	Emerging Markets	-11.86 %	-4.12 %	+10.02 %	-0.41	-20.25 %
SGI SLS Emerging 15%	SGIXSE15	Excess Return	Equity	Strategy	Emerging Markets	-15.48 %	-5.45 %	+13.67 %	-0.40	-100.00 %
SGI Tactical Neutral	SGIXTNE	Excess Return	Equity	Strategy	Europe	+1.29 %	+0.43 %	+1.87 %	0.23	-1.96 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	-0.77 %	-0.26 %	+15.98 %	-0.02	-27.16 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	-38.25 %	-14.84 %	+20.38 %	--	-40.87 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	-39.41 %	-15.38 %	+19.10 %	--	-41.49 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	+1.48 %	+0.49 %	+21.41 %	0.02	-32.47 %
SGI VI Alpha Index	SGIXVIAE	Excess Return	Equity	Strategy	North America	+5.06 %	+1.66 %	+19.95 %	0.08	-30.96 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	-1.95 %	-0.65 %	+14.64 %	-0.04	-23.78 %
SGI VI Beta Index	SGIXVIB	Total Return	Equity	Strategy	North America	-41.68 %	-16.45 %	+25.52 %	--	-46.14 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	-42.19 %	-16.69 %	+24.34 %	--	-46.54 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	-37.27 %	-14.40 %	+23.97 %	--	-42.15 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	-11.14 %	-3.86 %	+36.51 %	-0.11	-48.28 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	-12.12 %	-4.22 %	+10.90 %	-0.39	-22.49 %
SGI Vol Invest Hedge Index	SGIXVINH	Total Return	Equity	Strategy	North America	-36.54 %	-14.06 %	+20.33 %	--	-40.00 %
SGI Harmonia II Index	SGIXHATR	Total Return	Multi-Assets	Strategy	Global	+9.55 %	+3.09 %	+6.54 %	--	-11.97 %
SGI Harmonia Index	SGIXHEER	Excess Return	Multi-Assets	Strategy	Global	+7.21 %	+2.35 %	+6.40 %	0.37	-13.92 %
SGI Harmonia Index	SGIXHETR	Net Return	Multi-Assets	Strategy	Global	+6.21 %	+2.03 %	+6.39 %	--	-14.17 %
SGI Merger Arbitrage	SGIXMAE	Net Return	Equity	Strategy	Global	+1.57 %	+0.52 %	+5.28 %	--	-8.29 %
SGI Multi Asset Portfolio	SGIXMAP	Net Return	Multi-Assets	Strategy	Global	+16.05 %	+5.09 %	+21.55 %	--	-11.66 %
SGI Merger Arbitrage	SGIXMAU	Net Return	Equity	Strategy	Global	+8.13 %	+2.64 %	+5.13 %	--	-6.25 %
SGI MOD Gulf Stream	SGIXMOGS	Excess Return	Interest Rates	Strategy	Global	-3.78 %	-1.28 %	+61.09 %	-0.02	-52.63 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	-8.58 %	-2.95 %	+2.95 %	-1.00	-11.03 %
SGI MUSE 2013 Index	SGIXMU13	Excess Return	Multi-Assets	Strategy	Global	-1.63 %	-0.55 %	+4.09 %	-0.13	-4.31 %
SGI Fed Model US Invest	SGIXFMI	Total Return	Multi-Assets	Strategy	North America	+40.36 %	+11.97 %	+14.03 %	--	-19.73 %
SGI Fed Model US	SGIXFMT	Net Return	Multi-Assets	Strategy	North America	+43.78 %	+12.87 %	+14.06 %	--	-19.56 %
SGI Global Alpha	SGIXGLA	Excess Return	Multi-Assets	Strategy	Global	-0.04 %	-0.01 %	+3.29 %	-0.00	-5.39 %
SGI Global Alpha	SGIXGLAE	Excess Return	Multi-Assets	Strategy	Global	+0.56 %	+0.19 %	+3.30 %	0.06	-5.19 %
SGI Global Momentum	SGIXGM	Net Return	Multi-Assets	Strategy	Global	+30.34 %	+9.24 %	+14.01 %	--	-12.96 %
SGI Global Momentum	SGIXGMU	Net Return	Multi-Assets	Strategy	Global	+35.61 %	+10.69 %	+14.48 %	--	-20.23 %
SGI Harmonia II Index	SGIXHAER	Excess Return	Multi-Assets	Strategy	Global	+10.58 %	+3.41 %	+6.56 %	0.52	-11.71 %
SGI BOSS 3% EUR Hedged	SGIXBHE3	Excess Return	Interest Rates	Strategy	Global	+3.98 %	+1.31 %	+3.30 %	0.40	-5.45 %
SGI BOSS USD 10%	SGIXBS1U	Excess Return	Interest Rates	Strategy	Global	-6.20 %	-2.11 %	+10.67 %	-0.20	-25.67 %
SGI BOSS EUR 3%	SGIXBS3E	Total Return	Interest Rates	Strategy	Global	+0.46 %	+0.15 %	+3.48 %	--	-6.43 %
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	+2.26 %	+0.75 %	+3.40 %	--	-6.78 %
SGI BOSS 5%	SGIXBS5E	Total Return	Interest Rates	Strategy	Global	+1.92 %	+0.64 %	+5.66 %	--	-10.64 %
SGI Enhanced Buy Write US	SGIXBWU	Net Return	Equity	Strategy	North America	+34.20 %	+10.30 %	+15.15 %	--	-14.02 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	+9.18 %	+2.97 %	+5.98 %	0.50	-11.69 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	+11.54 %	+3.71 %	+4.53 %	0.82	-5.24 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	+9.58 %	+3.10 %	+3.39 %	0.91	-3.59 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	+4.21 %	+1.38 %	+7.02 %	0.20	-13.91 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	+6.64 %	+2.16 %	+6.63 %	0.33	-9.15 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	+1.31 %	+0.43 %	+3.63 %	0.12	-5.61 %

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Performances calculated as of 17/01/2019

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.