SGI 7x Daily Leverage on MSCI Singapore

Index level: 26.262 as of 12/08/2022

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +86.81 % -71.39 % -61.28 % -78.22 % -93.01 %
Annualized Performance -78.22 % -58.82 %
Annualized Volatility +101.93 % +154.13 % +147.24 % +124.39 % +129.90 %
Sharpe Ratio -- --
Max Drawdown -7.95 % -84.39 % -85.94 % -90.56 % -97.30 %

The SGI 7x Daily Leverage on MSCI Singapore has been backtested since 23/06/2017 and calculated since 08/01/2018.
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 Leveraged on MSCI Singapore Index Family (collectively, the “Custom Indices” and each a “Custom Index”), is the property of Société Générale. Singapore Exchange Limited and its affiliates (collectively, the “SGX Group Companies”) 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 (“Underlying Data”) or values of the Custom Indices (“Index Values”). 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 (including negligence), strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss or any kind (including but not limited to loss of profit, loss of reputation, loss of opportunity, or lost time or goodwill), suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.

Login to add this product to your favorites

Linked news

19 JUL 2021
Amendment in official closing time of SGI leveraged MSCI Singapore Index Family

Following the inclusion of Sea Ltd (SE UN) in the composition of Underlying Indices (i.e. M7SIMSCI and M8SIMSCI), the Official Closing Time for the ‘SGI Leveraged on MSCI Singapore Index Family’ comprising of SGIXSP5L/SGIXSP5S/SGIXSP7L/SGIXSP7S has been updated from ‘11:40pm SGT’ to ‘2 hours after the official close time of the Underlying Index’ w.e.f. 28-May-2021 close.

21 FEB 2022
SGI Leveraged MSCI Singapore Family: Index Rules Amendment linked to discontinuation of SOR

To be in line with the industry-wide interest rate benchmark transition from Singapore Dollar Swap Offer Rate (SOR) to Singapore Overnight Rate Average (SORA) following the Monetary Authority of Singapore recognizing that SOR would be discontinued together with USD LIBOR at the end of 2021, Société Générale, as the Index Sponsor, will make the following changes in the Index Rules of the SGI Leveraged on MSCI Singapore Index Family (SGIXSP5L/SGIXSP5S/SGIXSP7L/SGIXSP7S):

1)Financing Rate i.e. Rate(t) will be to SORA(t-2) instead of SOR(t).

2)For the +5x and +7x Leveraged Indices (SGIXSP5L /SGIXSP7L), the Financing Spread will be fixed to 0.23%.

3)The SGI Global Methodology incorporated by reference will be updated to latest available version i.e. as of 20 July 2020. The SGI Global Methodology notable includes important events applicable in respect of the relevant Index Components.

 

Such changes will be effective on 7 th March 2022.

 

An updated version of the Index Rules is available upon request to the Index Sponsor.  

6 JUL 2022
Change in SGI Leveraged on MSCI Singapore Index Family calculation

Effective from 18 July 2022, with respect to the SGI 7x Daily Leveraged Index on MSCI Singapore Index (SGIXSP7L) , the SGI 5x Daily Leveraged Index on MSCI Singapore Index (SGIXSP5L), the SGI -7x Daily Inverse Index on MSCI Singapore Index (SGIXSP7S) and the SGI -5x Daily Inverse Index on MSCI Singapore Index (SGIXSP5S), the Opening Time will be amended to 8:30 AM Singapore Time for the purpose of the real-time calculation as well as built-in Air Bag Mechanism in order to take into account the pre-opening session of the Singapore Exchange listed constituents of the Underlying Indices.

For any further question, do not hesitate to reach out to us.