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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.
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|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||+1.49 %||+0.07 %||-0.15 %||-0.68 %||+1.11 %|
|Annualized Performance||-0.68 %||+0.37 %|
|Annualized Volatility||+4.42 %||+4.04 %||+4.03 %||+3.50 %||+3.77 %|
|Max Drawdown||-0.63 %||-3.74 %||-3.74 %||-5.19 %||-6.20 %|
The SGI FX-G10 Mean Reversion has been backtested since 20/01/1999 and calculated since 28/06/2011.
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.
In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agents to replace the current Underlying SGI Indices that were using USD LIBOR to substitute Underlying SGI Indices, with equivalent economic characteristics, that aren’t referencing USD LIBOR. Such change will be effective on December 17th, 2021 (included).
Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition [ https://wholesale.banking.societegenerale.com/en/compliance-regulatory-information/general-disclosures/ibor-transition ]. If you have questions relating to this communication please send to firstname.lastname@example.org or to your usual contact at Société Générale Index.
An updated version of the Index Rules is available upon request to the Index Sponsor.
Scope of indices: