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About SG Index
News
7
JUL
2020
News on ERP Indices
We amended the index rules (typos correction) of all ERP indices, below the impact:
- Tie Breaker: use of ADV instead of the spot (all indices)
- Momentum Formula: Momentum Indices
- Merton Score: (All Quality + EU Value Quality)
The published index levels are good (rebalancing script is correct).
29
MAY
2020
Index Rules Amendments (SGI BOSS)
The Index Rules of the SGI BOSS family have been amended to stay in line with the SGI Bond family regarding the rates used in the optimization program. Default inputs, as well as fallback inputs have been defined. Revised version of the Index Rules are available upon request to the Index Sponsor.
Top Ten
| Nom | Perf. MTD | Perf. YTD |
|---|---|---|
| SGI Silver x5 Leverage | +30.94 % | -58.36 % |
| SGI Futures Series – China A-Shares Equity Index (USD – Excess Return) | +17.25 % | +15.68 % |
| SGI 7x Daily Leverage on MSCI Singapore | +17.00 % | -91.01 % |
| World Solar Energy Index | +16.73 % | +33.59 % |
| World Solar Enery Index | +16.73 % | +33.16 % |
| SGI Futures Series – China H-Shares Equity Index (HKD – Excess Return) | +11.82 % | -1.26 % |
| Silver Futures x12 Leveraged Index | +11.46 % | -- |
| SGI BRIC EX Index | +11.02 % | +3.13 % |
| Brent Futures x4 Leveraged Index | +9.97 % | -- |
| SGI Futures Series - Emerging Markets Equity Index | +9.07 % | -2.68 % |