Index List – Société Générale Index

Indices list

Name	Bloomberg code	Return type	Asset class	Category	Region	Perf. 6M	Vol. 6M	MDD 6M
SGI North America IG	SGIXNAIG	Total Return	Credit	Market	Europe	+3.50 %	+3.30 %	-1.27 %
SGI Emerging Markets Mean Reversion	SGIXEMMR	Excess Return	Equity	Strategy	North America	-0.72 %	+9.66 %	-7.26 %
SGI Systematic US Short Call Index	SGIXSUSC	Total Return	Equity	Strategy	North America	-0.91 %	+1.81 %	-1.66 %
SGI RP Tail Premium	SGIXRPTP	Excess Return	Multi-Assets	Strategy	North America	+2.83 %	+5.08 %	-2.13 %
SGI RP Diversified	SGIXRPDI	Excess Return	Multi-Assets	Strategy	North America	+0.67 %	+1.77 %	-0.61 %
SGI Vol Invest Gravity Index	SGIXVIGR	Excess Return	Equity	Strategy	Global	-2.55 %	+3.51 %	-4.14 %
SGI RP Momentum Premium	SGIXRPMP	Excess Return	Multi-Assets	Strategy	North America	+0.56 %	+2.34 %	-1.22 %
SGI RP Relative Value	SGIXRPRV	Excess Return	Multi-Assets	Strategy	North America	+0.16 %	+1.66 %	-0.50 %
SGI US Momentum Balanced	SGIXUFM6	Total Return	Multi-Assets	Strategy	North America	+6.12 %	+6.53 %	-1.96 %
SGI WISE US Long/Short	SGIXWULS	Excess Return	Equity	Strategy	North America	-5.77 %	+9.39 %	-8.01 %
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	+1.61 %	+10.43 %	-3.95 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	+2.92 %	+11.00 %	-3.55 %
SGI WISE US Top	SGIXWUT	Net Return	Equity	Strategy	North America	+1.94 %	+11.28 %	-5.53 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	+2.70 %	+3.93 %	-1.09 %
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	+0.53 %	+3.27 %	-1.85 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	+2.14 %	+6.84 %	-6.20 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	+6.80 %	+4.25 %	-100.00 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	+6.94 %	+4.66 %	-1.57 %
SGI Vol Target BRIC	SGIXVTBC	Total Return	Equity	Market	Emerging Markets	+33.40 %	+17.51 %	-6.73 %
SGI WISE US Vol Target 8%	SGIXWUVT	Excess Return	Equity	Strategy	North America	-5.69 %	+9.40 %	-8.04 %
SGI Chipeco Vol Target	SGMDCPCV	Net Return	Equity	Market	Emerging Markets	+10.66 %	+15.30 %	-3.73 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	+2.37 %	+3.18 %	-1.28 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	+3.17 %	+3.49 %	-1.11 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	+0.96 %	+0.86 %	-0.24 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	+6.53 %	+5.06 %	-2.89 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	+7.13 %	+5.39 %	-2.85 %
SGI FIRM USD	SGIXFMUS	Excess Return	Interest Rates	Strategy	North America	-1.34 %	+2.81 %	-1.98 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	-1.27 %	+2.39 %	-1.70 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	+4.24 %	+5.20 %	-2.27 %
SGI 10Y US Treasury Note Vol Target Index	SGIXTYV6	Excess Return	Interest Rates	Market	North America	+3.88 %	+5.25 %	-2.23 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	+2.97 %	+6.20 %	-5.27 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	-6.22 %	+8.09 %	-7.46 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	-8.29 %	+13.16 %	-9.18 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	-8.34 %	+12.57 %	-9.45 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	+1.87 %	+10.09 %	-5.32 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	-4.26 %	+8.41 %	-7.00 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	-9.41 %	+12.55 %	-9.52 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	-6.71 %	+12.23 %	-8.26 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	+2.48 %	+18.83 %	-13.55 %
SGI Vinci	SGIXVIER	Excess Return	Equity	Strategy	North America	-17.31 %	+20.44 %	-16.17 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	-7.51 %	+9.23 %	-10.06 %
SGI Vol Invest Hedge Index	SGIXVINH	Total Return	Equity	Strategy	North America	-8.69 %	+12.21 %	-9.30 %
SGI Vol Invest Vega Neutral	SGIXVIVN	Excess Return	Equity	Strategy	North America	-1.08 %	+5.56 %	-4.25 %
SGI Vol Premium 3	SGIXVP3	Excess Return	Equity	Strategy	North America	+6.02 %	+6.09 %	-2.55 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	+0.31 %	+10.32 %	-6.45 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	+1.85 %	+6.39 %	-2.51 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	-21.52 %	+34.58 %	-23.89 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	+4.66 %	+20.29 %	-7.64 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	+2.16 %	+2.88 %	-0.73 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	-4.06 %	+8.20 %	-5.40 %

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Performances calculated as of 2017/06/26

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.