Index List – Société Générale Index

Indices list

Name	Bloomberg code	Return type	Asset class	Category	Region	Currency	Inception date	Perf. MTD	Perf. YTD
SGI North America IG	SGIXNAIG	Total Return	Credit	Market	North America	USD	06/04/2010	+0.59 %	+0.59 %
SGI Emerging Markets Mean Reversion	SGIXEMMR	Excess Return	Equity	Strategy	North America	USD	09/03/2013	+1.54 %	+1.54 %
SGI RP Tail Premium	SGIXRPTP	Excess Return	Multi-Assets	Strategy	North America	USD	08/28/2014	+0.63 %	+0.63 %
SGI US Momentum Balanced	SGIXUFM6	Total Return	Multi-Assets	Strategy	North America	USD	03/02/2015	+2.32 %	+2.32 %
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	EUR	11/20/2013	+0.27 %	+0.27 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	EUR	11/20/2013	+0.27 %	+0.27 %
SGI WISE US Top	SGIXWUT	Net Return	Equity	Strategy	North America	USD	02/01/2008	+1.65 %	+1.65 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	USD	04/19/2012	+1.73 %	+1.73 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	USD	10/01/2012	-1.30 %	-1.30 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	USD	12/01/2008	+1.14 %	+1.14 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	USD	03/14/2011	+1.14 %	+1.14 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+0.40 %	+0.40 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	USD	07/01/2013	+0.20 %	+0.20 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	USD	03/29/2009	+0.09 %	+0.09 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+2.37 %	+2.37 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	USD	04/21/2014	+2.46 %	+2.46 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	USD	02/01/2012	+0.17 %	+0.17 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	USD	05/01/2013	+0.62 %	+0.62 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	USD	06/03/2013	-1.30 %	-1.30 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	USD	04/03/2013	+0.04 %	+0.04 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	USD	02/09/2012	+0.03 %	+0.03 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	USD	07/05/2012	-0.12 %	-0.12 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	USD	07/05/2012	+1.25 %	+1.25 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+0.65 %	+0.65 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	USD	07/05/2012	-0.75 %	-0.75 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	USD	04/03/2013	+0.07 %	+0.07 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	USD	10/05/2012	+2.35 %	+2.35 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	USD	04/03/2013	+0.53 %	+0.53 %
SGI Vol Premium 3	SGIXVP3	Excess Return	Equity	Strategy	North America	USD	08/01/2012	+0.93 %	+0.93 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	-0.04 %	-0.04 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	USD	05/10/2011	+0.27 %	+0.27 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	-3.03 %	-3.03 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+1.18 %	+1.18 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	USD	07/24/2009	+1.15 %	+1.15 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+1.89 %	+1.89 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+0.34 %	+0.34 %
SGI FX Smile Premium G4 Index	SGIFXG4	Excess Return	Foreign Exchange	Strategy	Global	USD	01/29/2013	-0.10 %	-0.10 %
SGI FX-G10 Mean Reversion	SGIFXM10	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	+0.63 %	+0.63 %
SGI FX-EUR/USD Momentum	SGIFXMEU	Excess Return	Foreign Exchange	Strategy	Global	USD	06/28/2011	-2.10 %	-2.10 %
SGI Alternative Beta	SGIXAB	Total Return	Multi-Assets	Market	Global	USD	04/04/2007	-0.23 %	-0.23 %
SGI Bond 10Y USD	SGIXBU10	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+0.84 %	+0.84 %
SGI Bond 30Y USD	SGIXBU30	Total Return	Interest Rates	Market	North America	USD	08/02/2007	+2.08 %	+2.08 %
SGI North America HY	SGIXNAHY	Total Return	Credit	Market	North America	USD	07/01/2013	+0.58 %	+0.58 %
SGI PH Vl Europe Index	SGBVPHVE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	-0.24 %	-0.24 %
SGI PH LV Europe Index	SGBVPHLE	Net Return	Equity	Strategy	Europe	EUR	02/26/2016	-0.68 %	-0.68 %
SGI PH Qlty Europe Index	SGBVPHQE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	-0.54 %	-0.54 %
SGI PH Profitabilty Factor Europe Index	SGBVPHPE	Net Return	Equity	Strategy	Europe	EUR	02/25/2016	+0.67 %	+0.67 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	08/31/2012	+0.00 %	+0.00 %
SGI US Carry Index	SGEPCBU	Net Return	--	--	North America	USD	01/19/2016	+1.84 %	+1.84 %
SGI Cross Asset Dual Momentum Strategy Index	SGBVCADM	Excess Return	Multi-Assets	Strategy	Global	USD	03/01/2016	+1.01 %	+1.01 %

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Performances calculated as of 2020/01/20

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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