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	+0.00 %	-3.00 %
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	EUR	11/20/2013	-0.13 %	-1.48 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	EUR	11/20/2013	+0.36 %	+0.19 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	USD	04/19/2012	+0.26 %	-10.13 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	USD	10/01/2012	+4.28 %	-0.29 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	USD	12/01/2008	+0.14 %	-3.82 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	USD	03/14/2011	+0.09 %	-2.56 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+1.18 %	-5.65 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	USD	07/01/2013	-0.38 %	-5.37 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	USD	03/29/2009	+0.11 %	-1.09 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	USD	04/21/2014	-0.65 %	-3.76 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	USD	04/21/2014	-0.55 %	-3.46 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	USD	02/01/2012	-0.74 %	-4.91 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	USD	05/01/2013	+1.41 %	-9.50 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	USD	06/03/2013	+4.28 %	-0.14 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	04/03/2013	+2.26 %	-10.34 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	USD	02/09/2012	+5.88 %	-15.66 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	USD	07/05/2012	+5.91 %	-8.64 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+2.88 %	-6.57 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	USD	07/05/2012	+2.71 %	-12.20 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	USD	04/03/2013	+3.58 %	-13.90 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	USD	10/05/2012	+12.37 %	-24.91 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+0.00 %	+0.00 %
SGI Vol Premium 3	SGIXVP3	Excess Return	Equity	Strategy	North America	USD	08/01/2012	+0.00 %	+0.69 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.62 %	+21.90 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	USD	05/10/2011	+1.30 %	+8.79 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+6.82 %	+62.69 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	-6.52 %	+2.19 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+0.50 %	-9.94 %
SGI FX Smile Premium G4 Index	SGIFXG4	Excess Return	Foreign Exchange	Strategy	Global	USD	01/29/2013	+0.87 %	-2.78 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	-0.67 %	-1.49 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	-0.78 %	-0.53 %
SGI Alternative Beta	SGIXAB	Total Return	Multi-Assets	Market	Global	USD	04/04/2007	+0.00 %	+0.05 %
SGI Bond 10Y USD	SGIXBU10	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+1.55 %	-9.80 %
SGI PH Vl Europe Index	SGBVPHVE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	+0.00 %	+0.00 %
SGI PH LV Europe Index	SGBVPHLE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	+0.00 %	+0.00 %
SGI PH Qlty Europe Index	SGBVPHQE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	+0.00 %	+0.00 %
SGI PH Profitabilty Factor Europe Index	SGBVPHPE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	+0.00 %	+0.00 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	08/31/2012	+0.37 %	-5.10 %
SGI US Carry Index	SGEPCBU	Net Return	--	--	North America	USD	01/19/2016	+2.31 %	+5.12 %
SGI Cross Asset Dual Momentum Strategy Index	SGBVCADM	Excess Return	Multi-Assets	Strategy	Global	USD	03/01/2016	-1.86 %	+6.87 %
SGI Price Momentum Europe Index	SGBVPMEU	Total Return	--	--	Europe	EUR	07/06/2015	+0.00 %	+0.00 %
SGI US Value Index	SGEPVBU	Net Return	--	--	North America	USD	01/19/2016	+0.07 %	-6.62 %
SGI US Low Volatility Index	SGEPLBU	Net Return	--	--	North America	USD	01/19/2016	-1.74 %	-5.28 %
SGI US Momentum Index	SGEPMBU	Net Return	--	--	North America	USD	01/19/2016	-0.06 %	-0.52 %
SGI US Quality Index	SGEPQBU	Net Return	--	--	North America	USD	01/19/2016	-3.26 %	-17.78 %
SGI EFS 130/30 Europe Index	SGIEFSEU	Net Return	--	--	Europe	EUR	09/04/2012	+0.00 %	+0.00 %
SGI US Size Index	SGEPSBU	Net Return	--	--	North America	USD	01/19/2016	-3.53 %	-6.29 %
SGI US Pofitability Index	SGEPPBU	Net Return	--	--	North America	USD	01/19/2016	-3.30 %	-18.61 %
Europe Multi-ERP Index	SGBVWEPH	Excess Return	Equity	--	Europe	EUR	07/01/2016	+0.00 %	+0.00 %

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Performances calculated as of 2022/05/26

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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