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	North America	+3.14 %	+3.25 %	-1.27 %
SGI Emerging Markets Mean Reversion	SGIXEMMR	Excess Return	Equity	Strategy	North America	+3.51 %	+13.27 %	-5.03 %
SGI Systematic US Short Call Index	SGIXSUSC	Total Return	Equity	Strategy	North America	-0.36 %	+1.12 %	-0.48 %
SGI RP Tail Premium	SGIXRPTP	Excess Return	Multi-Assets	Strategy	North America	+2.00 %	+14.37 %	-9.19 %
SGI RP Diversified	SGIXRPDI	Excess Return	Multi-Assets	Strategy	North America	-0.04 %	+2.52 %	-2.00 %
SGI Vol Invest Gravity Index	SGIXVIGR	Excess Return	Equity	Strategy	Global	-1.27 %	+4.26 %	-4.14 %
SGI RP Momentum Premium	SGIXRPMP	Excess Return	Multi-Assets	Strategy	North America	-0.19 %	+2.40 %	-1.22 %
SGI RP Relative Value	SGIXRPRV	Excess Return	Multi-Assets	Strategy	North America	-0.47 %	+1.94 %	-1.59 %
SGI US Momentum Balanced	SGIXUFM6	Total Return	Multi-Assets	Strategy	North America	+2.90 %	+7.37 %	-1.96 %
SGI WISE US Long/Short	SGIXWULS	Excess Return	Equity	Strategy	North America	-1.83 %	+10.17 %	-8.01 %
SG Global Value Beta Index	SGVB	Price Return	Equity	Strategy	Global	-2.62 %	+8.51 %	-4.22 %
SG Global Value Beta Index	SGVBNTR	Net Return	Equity	Strategy	Global	-0.91 %	+9.14 %	-3.55 %
SGI WISE US Top	SGIXWUT	Net Return	Equity	Strategy	North America	+0.19 %	+11.49 %	-5.53 %
SGI Smart Market Neutral Commodity 2 Index	SGICVM2	Excess Return	Equity	Strategy	Global	+2.17 %	+3.42 %	-1.09 %
SGI BOSS USD 3%	SGIXBS3U	Total Return	Interest Rates	Strategy	Global	+0.41 %	+3.02 %	-1.70 %
SGI US Gravity	SGIXUSGR	Excess Return	Equity	Strategy	Global	+7.93 %	+6.40 %	-0.95 %
SGI Vol Premium Dynamic	SGIXVPD	Excess Return	Equity	Strategy	Global	+6.11 %	+6.30 %	-100.00 %
SGI Vol Premium Dynamic 2	SGIXVPD2	Excess Return	Equity	Strategy	Global	+6.39 %	+6.41 %	-2.01 %
SGI Vol Target BRIC	SGIXVTBC	Total Return	Equity	Market	Emerging Markets	+24.53 %	+23.17 %	-6.73 %
SGI WISE US Vol Target 8%	SGIXWUVT	Excess Return	Equity	Strategy	North America	-2.50 %	+9.97 %	-8.04 %
SGI Chipeco Vol Target	SGMDCPCV	Net Return	Equity	Market	Emerging Markets	+12.18 %	+15.96 %	-3.73 %
SGI Bond 5Y USD	SGIXBU5	Total Return	Interest Rates	Market	North America	+1.89 %	+2.60 %	-1.19 %
SGI Credit North America HY 100	SGIXCAHY	Excess Return	Credit	Market	North America	+2.60 %	+4.12 %	-1.11 %
SGI Credit North America IG 125	SGIXCAIG	Excess Return	Credit	Market	North America	+0.85 %	+0.94 %	-0.24 %
SGI US Risk Parity Momentum 2014 Index	SGIXCE14	Excess Return	Multi-Assets	Strategy	Global	+4.16 %	+6.05 %	-2.89 %
SGI US Risk Parity Momentum 2014 TR Index	SGIXCT14	Total Return	Multi-Assets	Strategy	Global	+4.79 %	+7.91 %	-2.85 %
SGI MOD USD	SGIXMOUS	Excess Return	Interest Rates	Strategy	North America	-1.47 %	+2.16 %	-1.67 %
SGI 10Y US Treasury Note Index	SGIXTY10	Excess Return	Interest Rates	Market	North America	+2.89 %	+4.93 %	-2.27 %
SGI 10Y US Treasury Note Vol Target Index	SGIXTYV6	Excess Return	Interest Rates	Market	North America	+2.73 %	+5.74 %	-2.23 %
SGI US Delta Cap Mean Reversion	SGIXUSGC	Excess Return	Equity	Strategy	Global	+7.38 %	+5.83 %	-0.95 %
SGI Vol Invest Dynamic Carry Hedge Index	SGIXVDCH	Total Return	Equity	Strategy	North America	-5.89 %	+9.95 %	-7.88 %
SGI Vol Invest Index	SGIXVI	Total Return	Equity	Strategy	North America	-8.83 %	+13.79 %	-10.19 %
SGI Vol Invest 2 Index	SGIXVI2	Total Return	Equity	Strategy	North America	-9.04 %	+13.89 %	-10.72 %
SGI VI Alpha 2	SGIXVIA2	Excess Return	Equity	Strategy	North America	-1.84 %	+15.75 %	-6.66 %
SGI VI Alpha Short Term Index	SGIXVIAS	Excess Return	Equity	Strategy	North America	-3.89 %	+13.40 %	-8.25 %
SGI VI Beta 2 Index	SGIXVIB2	Total Return	Equity	Strategy	North America	-8.39 %	+13.22 %	-9.37 %
SGI VI Beta Short Term Index	SGIXVIBS	Total Return	Equity	Strategy	North America	-6.71 %	+12.81 %	-8.26 %
SGI Vol Invest Dynamic Carry Index	SGIXVIDC	Excess Return	Equity	Strategy	North America	-4.65 %	+29.24 %	-13.55 %
SGI Vinci	SGIXVIER	Excess Return	Equity	Strategy	North America	-4.29 %	+14.94 %	-8.83 %
SGI Vol Invest Neutral Index	SGIXVIN	Excess Return	Equity	Strategy	North America	-7.36 %	+14.11 %	-11.25 %
SGI Vol Invest Hedge Index	SGIXVINH	Total Return	Equity	Strategy	North America	-8.52 %	+13.73 %	-10.58 %
SGI Vol Invest Vega Neutral	SGIXVIVN	Excess Return	Equity	Strategy	North America	-3.24 %	+8.15 %	-5.39 %
SGI Vol Premium 3	SGIXVP3	Excess Return	Equity	Strategy	North America	+5.28 %	+7.57 %	-2.55 %
SGI Agriculture and Livestock Static Index	SGICAMX	Excess Return	Commodities	Strategy	Global	-7.71 %	+13.03 %	-7.52 %
SGI Commodities Curve Momentum Alpha	SGICCMVT	Excess Return	Commodities	Strategy	Global	+0.91 %	+7.47 %	-5.46 %
SGI Energy Semi Dynamic Index	SGICEMX	Excess Return	Commodities	Strategy	Global	-12.78 %	+36.02 %	-20.38 %
SGI Industrial Metals Semi Dynamic Index	SGICIMX	Excess Return	Commodities	Strategy	Global	+7.90 %	+14.33 %	-7.44 %
SGI Smart Market Neutral Commodity Index	SGICVMX	Excess Return	Commodities	Strategy	Global	+1.46 %	+2.28 %	-0.73 %
SGI FX-G10 Carry Trade	SGIFXC10	Excess Return	Foreign Exchange	Strategy	Global	-6.34 %	+7.55 %	-8.55 %
SGI FX-G10 Diversified	SGIFXD10	Excess Return	Foreign Exchange	Strategy	Global	-4.82 %	+4.96 %	-6.28 %

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Performances calculated as of 2017/08/18

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.