Index List – Société Générale Index

Indices list

262 indice(s) displayed out of 472 (See all)

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	performanceYtd	volatilityYTD	maxDrawdownYTD
Lyxor AM-GARI Index	SGIXLGRP	Total Return	Equity	Strategy	Europe	-8.72 %	+9.89 %	-11.17 %
SGI FX Trend Following Index	SGIXTFFX	Excess Return	Foreign Exchange	Strategy	Global	+3.90 %	+13.06 %	-9.57 %
SGI Dynamic Oil Hybrid	SGICDOHI	Total Return	Commodities	Strategy	Global	+2.92 %	+27.41 %	-21.28 %
SG Seasonal Factor Commodity MKR VT6 Index	SGCOM61E	Excess Return	Commodities	Strategy	Global	-0.41 %	+5.55 %	-6.55 %
SGI European Equity Low Vol Premium Index-USD hedged	SGIXELVU	Excess Return	Equity	Strategy	Europe	+0.85 %	+4.34 %	-3.59 %
SGI European Low Beta Hedged Index	SGLVENH	Excess Return	Equity	Strategy	Europe	+1.76 %	+3.44 %	-3.01 %
SGI Commodities Curve Momentum Beta+ ER	SGICCLME	Excess Return	Commodities	Strategy	Global	-8.98 %	+11.43 %	-12.30 %
SGI SLS Emerging 11%	SGIXSE11	Excess Return	Equity	Strategy	Emerging Markets	-3.35 %	+10.16 %	-12.78 %
SGI SLS Emerging 15%	SGIXSE15	Excess Return	Equity	Strategy	Emerging Markets	-4.45 %	+13.85 %	-16.95 %
SGI Tactical Neutral	SGIXTNE	Excess Return	Equity	Strategy	Europe	-0.46 %	+1.44 %	-1.68 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	-15.42 %	+21.40 %	-20.20 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	-8.16 %	+26.03 %	-29.29 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	-8.98 %	+24.58 %	-29.01 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	-26.82 %	+28.80 %	-27.05 %
SGI VI Alpha Index	SGIXVIAE	Excess Return	Equity	Strategy	North America	-25.25 %	+27.07 %	-25.59 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	-18.32 %	+17.71 %	-18.51 %
SGI VI Beta Index	SGIXVIB	Total Return	Equity	Strategy	North America	+4.99 %	+33.95 %	-28.70 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	+4.65 %	+32.52 %	-28.65 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	+4.82 %	+32.24 %	-28.38 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	-40.01 %	+52.65 %	-43.76 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	-15.51 %	+10.64 %	-17.14 %
SGI Vol Invest Hedge Index	SGIXVINH	Total Return	Equity	Strategy	North America	-3.76 %	+26.90 %	-28.72 %
SGI Harmonia II Index	SGIXHATR	Total Return	Multi-Assets	Strategy	Global	-5.84 %	+6.15 %	-10.85 %
SGI Harmonia Index	SGIXHEER	Excess Return	Multi-Assets	Strategy	Global	-8.37 %	+6.34 %	-13.13 %
SGI Harmonia Index	SGIXHETR	Net Return	Multi-Assets	Strategy	Global	-8.66 %	+6.34 %	-13.39 %
SGI Merger Arbitrage	SGIXMAE	Net Return	Equity	Strategy	Global	+1.33 %	+5.91 %	-5.18 %
SGI Multi Asset Portfolio	SGIXMAP	Net Return	Multi-Assets	Strategy	Global	-2.23 %	+22.35 %	-11.66 %
SGI Merger Arbitrage	SGIXMAU	Net Return	Equity	Strategy	Global	+3.82 %	+5.75 %	-4.30 %
SGI MOD Gulf Stream	SGIXMOGS	Excess Return	Interest Rates	Strategy	Global	+1.10 %	+105.87 %	-50.59 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	+1.24 %	+2.72 %	-3.03 %
SGI MUSE 2013 Index	SGIXMU13	Excess Return	Multi-Assets	Strategy	Global	-0.42 %	+4.32 %	-3.06 %
SGI Fed Model US Invest	SGIXFMI	Total Return	Multi-Assets	Strategy	North America	-4.58 %	+16.85 %	-13.07 %
SGI Fed Model US	SGIXFMT	Net Return	Multi-Assets	Strategy	North America	-3.83 %	+16.85 %	-12.90 %
SGI Global Alpha	SGIXGLA	Excess Return	Multi-Assets	Strategy	Global	-4.32 %	+3.51 %	-5.05 %
SGI Global Alpha	SGIXGLAE	Excess Return	Multi-Assets	Strategy	Global	-4.13 %	+3.52 %	-4.88 %
SGI Global Momentum	SGIXGM	Net Return	Multi-Assets	Strategy	Global	-5.01 %	+15.53 %	-9.83 %
SGI Global Momentum	SGIXGMU	Net Return	Multi-Assets	Strategy	Global	-10.11 %	+15.88 %	-17.58 %
SGI Harmonia II Index	SGIXHAER	Excess Return	Multi-Assets	Strategy	Global	-5.54 %	+6.15 %	-10.59 %
SGI BOSS 3% EUR Hedged	SGIXBHE3	Excess Return	Interest Rates	Strategy	Global	+4.57 %	+3.27 %	-1.16 %
SGI BOSS USD 10%	SGIXBS1U	Excess Return	Interest Rates	Strategy	Global	+5.66 %	+10.37 %	-12.56 %
SGI BOSS EUR 3%	SGIXBS3E	Total Return	Interest Rates	Strategy	Global	+2.00 %	+3.37 %	-3.62 %
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	+3.55 %	+3.31 %	-4.27 %
SGI BOSS 5%	SGIXBS5E	Total Return	Interest Rates	Strategy	Global	+4.29 %	+5.41 %	-4.92 %
SGI Enhanced Buy Write US	SGIXBWU	Net Return	Equity	Strategy	North America	+2.75 %	+15.58 %	-10.04 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	-5.33 %	+6.60 %	-10.11 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	+1.86 %	+4.50 %	-5.24 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	+1.79 %	+3.09 %	-3.59 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	+7.04 %	+6.13 %	-4.62 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	+6.46 %	+6.51 %	-3.81 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	-0.28 %	+2.52 %	-2.30 %

Pages :

Performances calculated as of 19/12/2018

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.