SGI BOSS 5%

Index level: 1327.741 as of 05/08/2022
Brochure Factsheet

Graph

For comparison purpose Index level basis 100 as of —

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +3.80 % -8.43 % -12.47 % -14.30 % -21.35 %
Annualized Performance -14.30 % -7.69 %
Annualized Volatility +11.85 % +12.19 % +11.54 % +9.94 % +7.98 %
Sharpe Ratio -1.44 -0.96
Max Drawdown -1.68 % -15.97 % -17.21 % -20.55 % -28.78 %

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.

The SGI BOSS 5% (EUR - ER) (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 maintain and calculate the Index. S&P® is a registered trademarks 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 Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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Linked news

13 DEC 2021
Index Rules Amendment linked to the discontinuation of LIBOR – SGI BOSS 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 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:

  • SGIXBE3E
  • SGIXBE5E
  • SGIXBS3E
  • SGIXBS1U
29 DEC 2021
Index Rules Amendment linked to the discontinuation of LIBOR – SGI BOSS 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

 
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SGI BOSS EUR 3%