Index List – Société Générale Index

Indices list

Name	Bloomberg code	Return type	Asset class	Category	Region	Currency	Inception date	Perf. MTD	Perf. YTD
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	EUR	11/20/2013	+7.68 %	+7.68 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	EUR	11/20/2013	+7.72 %	+7.72 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	USD	04/19/2012	-0.12 %	-0.12 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	USD	10/01/2012	-0.14 %	-0.14 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	USD	12/01/2008	+0.91 %	+0.91 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	USD	03/14/2011	+0.81 %	+0.81 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+1.93 %	+1.93 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	USD	07/01/2013	+2.33 %	+2.33 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	USD	03/29/2009	+0.52 %	+0.52 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+2.55 %	+2.55 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+2.92 %	+2.92 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	USD	02/01/2012	-0.38 %	-0.38 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	USD	05/01/2013	+2.57 %	+2.57 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	USD	06/03/2013	-0.14 %	-0.14 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	04/03/2013	-0.51 %	-0.51 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	USD	02/09/2012	-1.47 %	-1.47 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	USD	07/05/2012	+0.98 %	+0.98 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	USD	04/03/2013	-0.18 %	-0.18 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	USD	07/05/2012	-2.08 %	-2.08 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	USD	04/03/2013	+0.13 %	+0.13 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	USD	10/05/2012	+6.05 %	+6.05 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	-1.31 %	-1.31 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	USD	05/10/2011	+0.89 %	+0.89 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.41 %	+0.41 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+9.05 %	+9.05 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.08 %	+0.08 %
SGI FX Smile Premium G4 Index	SGIFXG4	Excess Return	Foreign Exchange	Strategy	Global	USD	01/29/2013	-0.93 %	-0.93 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+1.94 %	+1.94 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+0.83 %	+0.83 %
SGI Bond 10Y USD	SGIXBU10	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+3.32 %	+3.32 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	08/31/2012	+4.49 %	+4.49 %
SGI US Carry Index	SGEPCBU	Net Return	--	--	North America	USD	01/19/2016	+6.06 %	+6.06 %
SGI Cross Asset Dual Momentum Strategy Index	SGBVCADM	Excess Return	Multi-Assets	Strategy	Global	USD	03/01/2016	-0.88 %	-0.88 %
SGI US Value Index	SGEPVBU	Net Return	--	--	North America	USD	01/19/2016	+10.06 %	+10.06 %
SGI US Low Volatility Index	SGEPLBU	Net Return	--	--	North America	USD	01/19/2016	-0.46 %	-0.46 %
SGI US Momentum Index	SGEPMBU	Net Return	--	--	North America	USD	01/19/2016	+5.23 %	+5.23 %
SGI US Quality Index	SGEPQBU	Net Return	--	--	North America	USD	01/19/2016	+1.46 %	+1.46 %
SGI US Size Index	SGEPSBU	Net Return	--	--	North America	USD	01/19/2016	+10.93 %	+10.93 %
SGI US Pofitability Index	SGEPPBU	Net Return	--	--	North America	USD	01/19/2016	+7.46 %	+7.46 %
Janus SG Market Consensus Defensive 8 Index	SGMDJMD8	Excess Return	Equity	Strategy	North America	USD	08/06/2018	+1.25 %	+1.25 %
SGI Equity US Intraday Trend Index	SGIDTES	Excess Return	Equity	Strategy	North America	USD	01/07/2008	-0.23 %	-0.23 %
SG Global Quality Income Index	SGQINTR	Net Return	--	--	Global	EUR	05/14/2012	+2.66 %	+2.66 %
SGI Cross Asset Dual Momentum Strategy TR	SGBVCDMT	Total Return	Multi-Assets	Strategy	Global	USD	03/01/2016	-0.55 %	-0.55 %
IND1CJR1 Index	IND1CJR1	Excess Return	Interest Rates	Market	Asia	JPY	09/02/2013	+1.94 %	+1.94 %
IND1CER1 Index	IND1CER1	Excess Return	Interest Rates	Market	Europe	EUR	08/20/2013	+4.84 %	+4.84 %
IND1CUR1 Index	IND1CUR1	Excess Return	Interest Rates	Market	North America	USD	05/01/2013	+2.57 %	+2.57 %
IND1CEE1 Index	IND1CEE1	Excess Return	Equity	Market	Europe	EUR	03/18/2016	+9.13 %	+9.13 %
IND1CJE1 Index	IND1CJE1	Excess Return	Equity	Market	Asia	JPY	02/19/2016	+4.98 %	+4.98 %
IND1CUE1 Index	IND1CUE1	Excess Return	Equity	Market	North America	USD	04/04/2017	+5.52 %	+5.52 %
Janus Guidance Index	SGIXJGIG	Total Return	Equity	Strategy	North America	USD	04/23/2018	+2.28 %	+2.28 %

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Performances calculated as of 2023/01/27

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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