Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI FX Forwards - CHF-USD	SGIXFCHU	Excess Return	Foreign Exchange	Market	Global	USD	20/08/2018	-1.19 %	-1.72 %
SGI FX Forwards - CNH-USD	SGIXFCNU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+0.04 %	-1.53 %
Global Tactical Asset Allocator Index	SGIXGTAA	Excess Return	Multi-Assets	Strategy	Global	EUR	27/04/2018	-0.43 %	-7.88 %
Cross Asset Risk Off Index	SGIXCARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.00 %	+0.00 %
SG Alpha Liquidity D0 Index	SGCOL81E	Excess Return	Commodities	Strategy	Global	USD	10/02/2017	-0.58 %	+2.54 %
SGI CODA LS X Index	SGCODALX	Excess Return	Commodities	Strategy	Global	USD	31/01/2019	-0.78 %	--
LOIM Long Equity Volatility EUR Index	SGMDLOEE	Excess Return	Equity	Strategy	Europe	EUR	01/11/2018	-1.92 %	+13.97 %
Global Multiasset Strategy CZK Index	SGMDGMAS	Excess Return	Multi-Assets	Strategy	Global	--	12/07/2016	-0.08 %	-2.85 %
Lutetia Merger Arbitrage Volatility Control Index	SGMDLMAC	Total Return	Equity	Strategy	Global	EUR	29/11/2016	+0.00 %	-21.48 %
SGI Euro equi fix div	SGMDEWFD	Total Return	Equity	Market	Europe	EUR	04/01/2018	+0.92 %	-25.86 %
Efficiency AAA Mixed Profile Index	SGMDEAMP	Total Return	Multi-Assets	Strategy	Europe	EUR	23/03/2018	-0.16 %	-7.81 %
SG Japan Machine Learning Long Equity Index	SGEPMLJL	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-2.69 %	-21.66 %
SG US Machine Learning Short Equity Index	SGEPMLUS	Total Return	Equity	Strategy	North America	USD	08/03/2019	+2.63 %	-25.37 %
SG European Machine Learning Long Equity Index	SGEPMLEL	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	-0.08 %	-26.40 %
SG European Machine Learning Short Equity Index	SGEPMLES	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	+0.97 %	-22.86 %
SG European Machine Learning Long Short Equity Index	SGEPMLEU	Excess Return	Equity	Strategy	Europe	EUR	19/04/2019	-1.83 %	-4.87 %
SG US Machine Learning Long Equity Index	SGEPMLUL	Total Return	Equity	Strategy	North America	USD	08/03/2019	+2.08 %	-26.12 %
SG US Machine Learning Long Short Equity Index	SGEPMLU	Excess Return	Equity	Strategy	North America	USD	19/04/2019	-0.50 %	-1.29 %
SG Japan Machine Learning Short Equity Index	SGEPMLJS	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-2.15 %	-19.39 %
SG Japan Machine Learning Long Short Equity Index	SGEPMLJP	Excess Return	Equity	Strategy	Asia	JPY	08/03/2019	-0.85 %	-2.97 %
SGI Alpha Top 8 Back Contango FS	SGCOS68E	Excess Return	Commodities	Strategy	Global	USD	25/06/2018	-2.80 %	-17.13 %
Dynamic Short VIX Futures Index (USD - Excess Return)	DSVIXER	Excess Return	Equity	Strategy	North America	USD	08/08/2013	+0.00 %	-4.99 %
AUS Equity Index (AUD – Excess Return)	SGBVDFXP	Excess Return	Equity	Strategy	Europe	AUD	04/04/2016	+3.21 %	-19.76 %
VA Swiss Equity Index	SGBVASM	Excess Return	Equity	Strategy	Europe	CHF	25/08/2017	+2.38 %	-9.29 %
VA Sweden Equity Index	SGBVAQC	Excess Return	Equity	Strategy	Europe	SEF	25/08/2017	-1.32 %	-15.98 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	31/08/2012	+0.00 %	+0.64 %
The JPN Equity Index (JPY – Excess Return)	SGBVDFTP	Excess Return	Equity	Strategy	Asia	JPY	04/04/2016	-2.21 %	-19.13 %
The Euro Equity Index (EUR – Excess Return)	SGBVDFVG	Excess Return	Equity	Strategy	Europe	EUR	04/04/2016	+0.80 %	-23.81 %
The GB Equity Index (GBP – Excess Return)	SGBVDFZ	Excess Return	Equity	Strategy	Europe	GBP	04/04/2016	-1.10 %	-25.12 %
Cross Asset Risk Off Diversified W/O Licensing Fee Index (EUR – Excess Return)	SGMDXARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.84 %	+15.63 %
SGI Alternative Beta (Euro Hedged)	SGIXABE	Total Return	Multi-Assets	Market	Global	EUR	04/04/2007	+0.32 %	-12.24 %
SG Japan Quality Income Index (PR-JPY)	SGQJ	Price Return	Equity	Strategy	Asia	JPY	02/12/2016	-2.48 %	-20.95 %
SGI Gas Oil Static Roll Index	SGICQSSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.91 %	-46.74 %
SGI Silver Static Roll Index	SGICSISR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+7.17 %	-15.91 %
SGI Wheat Static Roll Index	SGICWSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-2.04 %	-1.99 %
SGI ERC Euro	SGIXERCE	Net Return	Equity	Strategy	Europe	EUR	15/03/2010	+0.22 %	-23.19 %
SGI FIRM Bobl	SGIXFMBL	Excess Return	Interest Rates	Strategy	Europe	EUR	21/04/2010	+0.04 %	-0.75 %
SG Smart BuyBack Europe Index	SGIXSBE	Excess Return	Equity	Market	Europe	EUR	01/09/2016	-0.18 %	-0.79 %
SG Global Quality Income Index	SGQINRGH	Net Return	Equity	Strategy	Global	GBP	02/05/2014	+1.47 %	--
SG Smart Low-Vol VT 2.5	SGIXSLVT	Excess Return	Equity	Strategy	Europe	EUR	15/06/2016	+0.00 %	+0.45 %
SGI Term Structure Carry	SGIXTSCX	Excess Return	Multi-Assets	Strategy	Global	EUR	15/01/2018	+0.10 %	-10.82 %
SGI Natural Gas Static Roll Index	SGICNGSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.03 %	-16.24 %
SGI Copper Static Roll Index	SGICLPSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-1.42 %	-21.18 %
SGI Live Cattle Static Roll Index	SGICLCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-9.37 %	-29.26 %
SGI Aluminum Static Roll Index	SGICLASR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-3.68 %	-19.86 %
SGI Coffee Static Roll Index	SGICKCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-2.04 %	-12.43 %
SGI Heating Oil Static Roll Index	SGICHOSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+6.56 %	-45.08 %
SGI Cotton Static Roll Index	SGICCTSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.28 %	-25.28 %
SGI Corn Static Roll Index	SGICCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-3.61 %	-16.34 %
SGI Lean Hogs Static Roll Index	SGICLHSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-15.37 %	-40.29 %

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Performances calculated as of 07/04/2020

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.

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