Index List – Société Générale Index

Indices list

Name	Bloomberg code	Return type	Asset class	Category	Region	Currency	Inception date	Perf. MTD	Perf. YTD
SGI RP Tail Premium	SGIXRPTP	Excess Return	Multi-Assets	Strategy	North America	USD	08/28/2014	+0.25 %	+8.69 %
SGI US Momentum Balanced	SGIXUFM6	Total Return	Multi-Assets	Strategy	North America	USD	03/02/2015	+0.00 %	+0.00 %
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	EUR	11/20/2013	+0.60 %	+16.67 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	EUR	11/20/2013	+0.64 %	+18.88 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	USD	04/19/2012	+0.87 %	+4.29 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	USD	10/01/2012	+2.12 %	+10.50 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	USD	12/01/2008	+0.83 %	+11.98 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	USD	03/14/2011	+1.16 %	+12.59 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+0.74 %	-0.86 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	USD	07/01/2013	-0.27 %	+3.31 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	USD	03/29/2009	+0.00 %	+0.68 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+1.14 %	+1.79 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+1.15 %	+1.89 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	USD	02/01/2012	+0.54 %	-0.13 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	USD	05/01/2013	+1.72 %	-1.94 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	USD	06/03/2013	+2.12 %	+10.50 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	04/03/2013	+0.32 %	+1.36 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	USD	02/09/2012	+0.73 %	-2.32 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	USD	07/05/2012	+0.66 %	-2.26 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	USD	07/05/2012	+0.92 %	+38.78 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+1.15 %	+28.43 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	USD	07/05/2012	+0.20 %	-18.33 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	USD	04/03/2013	+0.01 %	-15.73 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	USD	10/05/2012	+0.33 %	+26.40 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+1.15 %	+22.03 %
SGI Vol Premium 3	SGIXVP3	Excess Return	Equity	Strategy	North America	USD	08/01/2012	+0.98 %	+12.35 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.48 %	+20.81 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	USD	05/10/2011	-1.19 %	+2.47 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+2.68 %	+51.80 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+4.14 %	+24.58 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.68 %	+2.60 %
SGI FX Smile Premium G4 Index	SGIFXG4	Excess Return	Foreign Exchange	Strategy	Global	USD	01/29/2013	-0.47 %	+0.74 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+0.61 %	+2.76 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	-0.05 %	+3.23 %
SGI Alternative Beta	SGIXAB	Total Return	Multi-Assets	Market	Global	USD	04/04/2007	-1.07 %	+3.98 %
SGI Bond 10Y USD	SGIXBU10	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+1.27 %	-2.33 %
SGI PH Vl Europe Index	SGBVPHVE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	-0.51 %	+4.58 %
SGI PH LV Europe Index	SGBVPHLE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	+2.36 %	+3.33 %
SGI PH Qlty Europe Index	SGBVPHQE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	+4.26 %	+12.05 %
SGI PH Profitabilty Factor Europe Index	SGBVPHPE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	+3.21 %	+9.65 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	08/31/2012	-1.52 %	-0.45 %
SGI US Carry Index	SGEPCBU	Net Return	--	--	North America	USD	01/19/2016	+0.35 %	+25.34 %
SGI Cross Asset Dual Momentum Strategy Index	SGBVCADM	Excess Return	Multi-Assets	Strategy	Global	USD	03/01/2016	+3.25 %	+9.52 %
SGI Price Momentum Europe Index	SGBVPMEU	Total Return	--	--	Europe	EUR	07/06/2015	+1.28 %	+1.53 %
SGI US Value Index	SGEPVBU	Net Return	--	--	North America	USD	01/19/2016	+0.48 %	+23.73 %
SGI US Low Volatility Index	SGEPLBU	Net Return	--	--	North America	USD	01/19/2016	+3.81 %	+14.36 %
SGI US Momentum Index	SGEPMBU	Net Return	--	--	North America	USD	01/19/2016	-1.25 %	+11.90 %
SGI US Quality Index	SGEPQBU	Net Return	--	--	North America	USD	01/19/2016	+4.07 %	+14.27 %
SGI EFS 130/30 US Index	SGIEFSUS	Total Return	--	--	Europe	USD	09/04/2012	+0.00 %	+6.67 %
SGI EFS 130/30 Europe Index	SGIEFSEU	Net Return	--	--	Europe	EUR	09/04/2012	+1.89 %	+11.49 %

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Performances calculated as of 2021/07/30

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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