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About SG Index
| 1 M | 6 M | YTD | 1 Y | 3 Y | |
|---|---|---|---|---|---|
| Cumulative Performance | -0.23 % | -7.61 % | -0.23 % | -17.09 % | -27.13 % |
| Annualized Performance | -17.09 % | -10.01 % | |||
| Annualized Volatility | +10.41 % | +9.15 % | +10.41 % | +10.69 % | +7.98 % |
| Sharpe Ratio | -1.60 | -1.25 | |||
| Max Drawdown | -2.20 % | -9.47 % | -2.20 % | -18.66 % | -29.81 % |
The SGI BOSS 5% has been backtested since 01/02/1993 and calculated since 02/01/2008.
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.
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 Agent to replace USD LIBOR 2M by USD LIBOR 1M and USD LIBOR 3M for the computation of the indices below. Such change will be effective on December 13 th, 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 sgcib-regulatory-support.par@sgcib.com 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:
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 CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR and their related swaps by substitute underlying SGI Indices, with equivalent economic characteristics, that aren’t referencing CHF LIBOR, EURIBOR, GBP LIBOR, JPY LIBOR and USD LIBOR. Such change will be effective on December 29th, 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 sgcib-regulatory-support.par@sgcib.com 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:
SGIXBE3E
SGIXBE5E
SGIXBHE3
SGIXBHE5
SGIXBHU1
SGIXBS1U
SGIXBS3E