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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | +2.16 % | -4.91 % | -5.42 % | -6.54 % | -- |
| Annualized Performance | -6.54 % | -- | |||
| Annualized Volatility | +6.23 % | +4.89 % | +4.63 % | +4.00 % | -- |
| Sharpe Ratio | -1.63 | -- | |||
| Max Drawdown | -1.21 % | -8.15 % | -8.15 % | -9.88 % | -- |
The SGI Bond Carry G6 EUR Index (EUR - Excess Return) has been calculated since 11/01/2019.
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 SGI Bond Carry G6 EUR Index is the property of the Customer Singapore Exchange Limited and its affiliates each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom indices or values of the Custom Indices. In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort, strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss of any kind, suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.
The Index Rules of the SGI Bond Carry G6 Index (EUR) have been amended to correct a typo. This has no impact to historical index levels. A revised version of the Index Rules is available upon request to the Index Sponsor.
On 31 May 2019, the European Money Markets Institute (EMMI) announced that the Euro Overnight Index Average (EONIA) will be discontinued on 3 January 2022. The Working Group on Euro Risk-free Rates (Euro RFR WG) has recommended that the Euro Short-Term Rate (€STR) be adopted as EONIA’s replacement prior to EONIA’s discontinuation. The Euro RFR WG’s statements can be found at
https://www.ecb.europa.eu/press/pr/date/2019/html/ecb.pr190314_1~af10eb740e.en.html.
In accordance with the Euro RFR WG’s recommendation and to maintain the economic characteristics of the following indices, Société Générale, as Index Sponsor, will adjust the Index Rules and direct the Index Calculation Agents to replace the use of EONIA by €STR. Such change will be effective on July 12 th, 2021 (included).
An updated version of the Index Rules is available upon request to the Index Sponsor.
Scope of indices:
SGIMCESP
SGMDCESP
SGIXCEIG
SGIXCEXO
SGIXB6EE
SGIXS6EE