Index List – Société Générale Index

Indices list

267 indice(s) displayed out of 480 (See all)

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	performanceYtd	volatilityYTD	maxDrawdownYTD
SGI FX Trend Following Index	SGIXTFFX	Excess Return	Foreign Exchange	Strategy	Global	-3.02 %	+9.51 %	-6.04 %
SGI Dynamic Oil Hybrid	SGICDOHI	Total Return	Commodities	Strategy	Global	+13.52 %	+19.88 %	-3.37 %
SG Seasonal Factor Commodity MKR VT6 Index	SGCOM61E	Excess Return	Commodities	Strategy	Global	+4.55 %	+7.33 %	-0.83 %
SGI European Equity Low Vol Premium Index-USD hedged	SGIXELVU	Excess Return	Equity	Strategy	Europe	-0.01 %	+4.11 %	-1.14 %
SGI European Low Beta Hedged Index	SGLVENH	Excess Return	Equity	Strategy	Europe	+0.13 %	+4.43 %	-1.11 %
SGI Commodities Curve Momentum Beta+ ER	SGICCLME	Excess Return	Commodities	Strategy	Global	+3.88 %	+8.89 %	-1.92 %
SGI SLS Emerging 11%	SGIXSE11	Excess Return	Equity	Strategy	Emerging Markets	-0.30 %	+5.98 %	-1.63 %
SGI SLS Emerging 15%	SGIXSE15	Excess Return	Equity	Strategy	Emerging Markets	-0.37 %	+8.16 %	-2.19 %
SGI Tactical Neutral	SGIXTNE	Excess Return	Equity	Strategy	Europe	+0.19 %	+2.56 %	-0.33 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	-0.73 %	+4.98 %	-2.25 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	-20.35 %	+28.44 %	-18.96 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	-18.14 %	+27.75 %	-19.15 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	+4.87 %	+13.63 %	-2.91 %
SGI VI Alpha Index	SGIXVIAE	Excess Return	Equity	Strategy	North America	+5.15 %	+12.67 %	-2.64 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	+5.50 %	+12.65 %	-2.57 %
SGI VI Beta Index	SGIXVIB	Total Return	Equity	Strategy	North America	-22.26 %	+32.73 %	-20.44 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	-19.75 %	+32.13 %	-20.52 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	-19.70 %	+32.02 %	-20.44 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	-12.71 %	+30.64 %	-17.61 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	-1.96 %	+12.62 %	-4.67 %
SGI Vol Invest Hedge Index	SGIXVINH	Total Return	Equity	Strategy	North America	-17.52 %	+27.46 %	-18.57 %
SGI Harmonia II Index	SGIXHATR	Total Return	Multi-Assets	Strategy	Global	+2.94 %	+2.75 %	-0.22 %
SGI Harmonia Index	SGIXHEER	Excess Return	Multi-Assets	Strategy	Global	+1.45 %	+3.36 %	-1.14 %
SGI Harmonia Index	SGIXHETR	Net Return	Multi-Assets	Strategy	Global	+1.41 %	+3.36 %	-1.15 %
SGI Merger Arbitrage	SGIXMAE	Net Return	Equity	Strategy	Global	+0.74 %	+2.78 %	-0.57 %
SGI Multi Asset Portfolio	SGIXMAP	Net Return	Multi-Assets	Strategy	Global	+4.50 %	+6.22 %	-0.77 %
SGI Merger Arbitrage	SGIXMAU	Net Return	Equity	Strategy	Global	+1.05 %	+2.62 %	-0.42 %
SGI MOD Gulf Stream	SGIXMOGS	Excess Return	Interest Rates	Strategy	Global	-0.07 %	+1.51 %	-0.49 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	-0.14 %	+3.11 %	-1.05 %
SGI MUSE 2013 Index	SGIXMU13	Excess Return	Multi-Assets	Strategy	Global	+0.17 %	--	-0.41 %
SGI Fed Model US Invest	SGIXFMI	Total Return	Multi-Assets	Strategy	North America	+9.58 %	+16.47 %	-2.45 %
SGI Fed Model US	SGIXFMT	Net Return	Multi-Assets	Strategy	North America	+9.68 %	+16.46 %	-2.45 %
SGI Global Alpha	SGIXGLA	Excess Return	Multi-Assets	Strategy	Global	+0.32 %	+2.58 %	-0.76 %
SGI Global Alpha	SGIXGLAE	Excess Return	Multi-Assets	Strategy	Global	+0.35 %	+2.58 %	-0.76 %
SGI Global Momentum	SGIXGM	Net Return	Multi-Assets	Strategy	Global	+8.61 %	+14.98 %	-2.48 %
SGI Global Momentum	SGIXGMU	Net Return	Multi-Assets	Strategy	Global	+7.13 %	+15.61 %	-3.18 %
SGI Harmonia II Index	SGIXHAER	Excess Return	Multi-Assets	Strategy	Global	+2.98 %	+2.74 %	-0.22 %
SGI BOSS 3% EUR Hedged	SGIXBHE3	Excess Return	Interest Rates	Strategy	Global	+1.91 %	+3.99 %	-0.93 %
SGI BOSS USD 10%	SGIXBS1U	Excess Return	Interest Rates	Strategy	Global	+6.61 %	+9.59 %	-2.14 %
SGI BOSS EUR 3%	SGIXBS3E	Total Return	Interest Rates	Strategy	Global	+2.03 %	+3.29 %	-0.98 %
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	+2.32 %	+3.03 %	-0.67 %
SGI BOSS 5%	SGIXBS5E	Total Return	Interest Rates	Strategy	Global	+3.49 %	+5.73 %	-1.56 %
SGI Enhanced Buy Write US	SGIXBWU	Net Return	Equity	Strategy	North America	+1.67 %	+3.09 %	-0.45 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	+1.70 %	+4.22 %	-0.78 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	+0.26 %	+4.89 %	-1.54 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	-0.17 %	+4.36 %	-1.61 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	+2.92 %	+6.95 %	-1.73 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	+1.42 %	+5.94 %	-2.10 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	+0.99 %	+2.99 %	-0.93 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	-1.35 %	+5.11 %	-2.81 %

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Performances calculated as of 15/02/2019

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.