There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
SGI Vol Invest Index (the Index) aims to provide a hedge against falling equities by providing net long leveraged exposure to the implied volatility of the S&P 500 Index through a strategy that potentially reduces the cost of carry and may mitigate draw downs when volatility falls. The Index is a systematic index based on an optimized roll of VIX futures and a dynamic leverage.
The Index relies on SG developed roll methodology which aims to reduce the cost of carry relative to standard roll methodology (i.e. systematic roll of the first nearby contract).
The Index provides exposure to two sub-indices:
(1) 100% exposure to the SGI VI Beta Index TR component which embeds a scaled long leveraged position on VIX futures using the SG developed roll methodology that aims to provide positive performance when volatility rises. The strategy provides 3X exposure that is scaled back as positions are taken further along the curve.
(2) 50% exposure to the SGI VI Alpha Index ER component which is a long/short strategy that aims to generate alpha (or yield) in order to mitigate the risk of a decline in volatility following a volatility spike. The alpha strategy is long the VIX future picked by the SG proprietary roll methodology and short the first nearby VIX future, with a constant 2X leverage.
The weights of the 2 components in the SGI Vol Invest Index are rebalanced monthly.