Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.04 % +0.32 % -0.46 % +0.24 % +6.67 %
Annualized Performance +0.24 % +2.18 %
Annualized Volatility +1.27 % +5.90 % +5.46 % +4.26 % +2.87 %
Sharpe Ratio 0.06 0.76
Max Drawdown -0.15 % -5.77 % -6.63 % -6.63 % -6.63 %

The SGI Alpha 1 Custom has been calculated since 31/12/2008.
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.


The Index is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG.  Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.

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Linked news

7 APR 2022
Commodity Disruption Event

The London Metals Exchange (LME) suspended trading in nickel contracts on 8 March 2022. While the exchange reopened the nickel market on 16 March, the LME introduced new daily up and down price limits. Since reopening, and as of writing, the nickel market settled at these limits for 6 days. Finally, trading activity (measured by traded volumes) across the nickel curve has fallen significantly (<45% of the 2021 average) in the days immediately following the reopening.

In light of these market conditions, and in its capacity as Index Sponsor, Societe Generale as Index Sponsor has instructed the Calculation Agent of the below indices to consider the nickel market as being exceptionally affected by a Commodity Disruption, with effect starting on 31 March 2022. As such, and in line with the SGI Global Methodology, Societe Generale has also instructed the Calculation Agent of the below indices directly affected by the Commodity Disruption Event to suspend further rolls on nickel, and where applicable, rebalancings on nickel components.

Societe Generale has determined that the nickel market will need to settle unaffected by a price limit for 4 (four) consecutive days, and for the daily volume on the 3m forward LME contract (LMNIDS03 LME Comdty) to exceed 10,000 lots for each of those days prior to lifting the Commodity Disruption Event. Should these conditions fail to materialize by 18 April 2022, Societe Generale will host a new committee to reassess the situation. 

The indices directly affected by this Commodity Disruption Event include:

-              SGCOCOC2

-              SGCOCOC5

-              SGCOCOC7

-              SGCOCOEX

-              SGCOCOIM

-              SGCOA1CE

-              SGCOS14E

-              SGCORDNI

-              SGCORBDL

-              SGCORADL

-              SGCORBXL

 

The indices indirectly affected by this Commodity Disruption Event, include, amongst others:

-              SGICCODA

-              SGCODALS

-              SGCODALX

-              SGICODA6

-              SGICODAF

-              SGICODA5

-              SGCORBD

-              SGCORAD

-              SGCORBD5

-              SGCOS19E

-              SGCORBX

 

21 APR 2022
Holiday Settlement Price

Societe Generale as Index Sponsor has decided to amend the index rules of the below indices (the “Indices”) to fix an ambiguity on the Contract Settlement Levels to use for a commodity when its exchange was closed on a Calculation Date for the Index. The Index will use the last published Contract Settlement Level for this commodity.

Impacted indices: SGCOP04T, SGCOA1CE, SGCOM11S, SGCOK26S, SGCOL36S