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.
The index tracks the performance of a multi-asset basket of indices, with a volatility control mechanism. The aim is to provide risk and asset diversification via the Equal-Risk Contribution methodology applied to different asset classes indices.
The index is composed of a basket of underlying SG indices and based on the both a risk budgeting model and a momentum mechanism which provides the optimal weightings for each Underlying SG Index on a monthly basis. The quantitative model defining the weightings follow three steps:
- A strategic allocation thanks to an Equal-Risk Contribution methodology
- A tactical allocation thanks to a momentum strategy to benefit from positive trends
- And a volatility target mechanism to maintain a volatility near 6%
The Multi Asset Global Futures EUR Index (EUR – Excess Return) is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.