Index List – Société Générale Index

Indices list

Name	Bloomberg Code	Return Type	Asset Class	Category	Region	Currency	Inception Date	performanceMtd	performanceYtd
SGI FX Forwards - EUR-USD	SGIXFEUU	Excess Return	Foreign Exchange	Market	Global	USD	29/08/2018	+0.45 %	-5.39 %
SGI FX Forwards - CZK-USD	SGIXFCZU	Excess Return	Foreign Exchange	Market	Global	USD	16/08/2018	-0.55 %	-2.33 %
SGI FX Forwards - AUD-USD	SGIXFAUU	Excess Return	Foreign Exchange	Market	Global	USD	26/03/2018	+3.87 %	-2.90 %
SGI FX Forwards - CAD-USD	SGIXFCAU	Excess Return	Foreign Exchange	Market	Global	USD	08/08/2018	+2.76 %	+3.31 %
SGI FX Forwards - CHF-USD	SGIXFCHU	Excess Return	Foreign Exchange	Market	Global	USD	20/08/2018	+1.62 %	-4.41 %
SGI FX Forwards - CNH-USD	SGIXFCNU	Excess Return	Foreign Exchange	Market	Global	USD	14/08/2018	+1.34 %	+3.97 %
Global Tactical Asset Allocator Index	SGIXGTAA	Excess Return	Multi-Assets	Strategy	Global	EUR	27/04/2018	+0.27 %	-2.61 %
Cross Asset Risk Off Index	SGIXCARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	+0.00 %	+0.00 %
SG Alpha Liquidity D0 Index	SGCOL81E	Excess Return	Commodities	Strategy	Global	USD	10/02/2017	+0.05 %	+5.95 %
SGI CODA LS X Index	SGCODALX	Excess Return	Commodities	Strategy	Global	USD	31/01/2019	+0.21 %	+0.89 %
Global Multiasset Strategy CZK Index	SGMDGMAS	Excess Return	Multi-Assets	Strategy	Global	--	12/07/2016	+0.35 %	-3.42 %
Lutetia Merger Arbitrage Volatility Control Index	SGMDLMAC	Total Return	Equity	Strategy	Global	EUR	29/11/2016	+0.49 %	-2.07 %
SGI Euro equi fix div	SGMDEWFD	Total Return	Equity	Market	Europe	EUR	04/01/2018	+1.76 %	+13.62 %
Efficiency AAA Mixed Profile Index	SGMDEAMP	Total Return	Multi-Assets	Strategy	Europe	EUR	23/03/2018	-0.61 %	-3.75 %
SG Japan Machine Learning Long Equity Index	SGEPMLJL	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	+0.16 %	+19.42 %
SG US Machine Learning Short Equity Index	SGEPMLUS	Total Return	Equity	Strategy	North America	USD	08/03/2019	+4.76 %	+16.46 %
SG European Machine Learning Long Equity Index	SGEPMLEL	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	+3.48 %	+23.24 %
SG European Machine Learning Short Equity Index	SGEPMLES	Total Return	Equity	Strategy	Europe	EUR	08/03/2019	+2.24 %	+14.73 %
SG European Machine Learning Long Short Equity Index	SGEPMLEU	Excess Return	Equity	Strategy	Europe	EUR	19/04/2019	+1.52 %	+7.06 %
SG US Machine Learning Long Equity Index	SGEPMLUL	Total Return	Equity	Strategy	North America	USD	08/03/2019	+5.82 %	+26.41 %
SG US Machine Learning Long Short Equity Index	SGEPMLU	Excess Return	Equity	Strategy	North America	USD	19/04/2019	+0.70 %	+7.94 %
SG Japan Machine Learning Short Equity Index	SGEPMLJS	Total Return	Equity	Strategy	Asia	JPY	08/03/2019	-2.74 %	+9.60 %
SGI Alpha Top 8 Back Contango FS	SGCOS68E	Excess Return	Commodities	Strategy	Global	USD	25/06/2018	-1.41 %	+10.63 %
Dynamic Short VIX Futures Index (USD - Excess Return)	DSVIXER	Excess Return	Equity	Strategy	North America	USD	08/08/2013	+2.89 %	-1.26 %
CBOE Dynamic Short VIX Futures	DSVIX	Total Return	Equity	Strategy	North America	USD	31/08/2012	+2.90 %	-1.20 %
Cross Asset Risk Off Diversified W/O Licensing Fee Index (EUR – Excess Return)	SGMDXARO	Excess Return	Multi-Assets	Strategy	Global	EUR	04/08/2017	-2.81 %	-12.48 %
SGI Alternative Beta (Euro Hedged)	SGIXABE	Total Return	Multi-Assets	Market	Global	EUR	04/04/2007	+2.57 %	+5.61 %
SG Japan Quality Income Index (PR-JPY)	SGQJ	Price Return	Equity	Strategy	Asia	JPY	02/12/2016	-1.83 %	+3.96 %
SGI Gas Oil Static Roll Index	SGICQSSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+6.32 %	+67.37 %
SGI Silver Static Roll Index	SGICSISR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+9.62 %	-9.01 %
SGI Wheat Static Roll Index	SGICWSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+2.31 %	+16.90 %
SGI FIRM Bobl	SGIXFMBL	Excess Return	Interest Rates	Strategy	Europe	EUR	21/04/2010	+0.56 %	+1.31 %
SG Smart BuyBack Europe Index	SGIXSBE	Excess Return	Equity	Market	Europe	EUR	01/09/2016	-1.62 %	+6.83 %
SG Global Quality Income Index	SGQINRGH	Net Return	Equity	Strategy	Global	GBP	02/05/2014	+1.38 %	+11.40 %
SG Smart Low-Vol VT 2.5	SGIXSLVT	Excess Return	Equity	Strategy	Europe	EUR	15/06/2016	+0.35 %	+1.19 %
SGI Term Structure Carry	SGIXTSCX	Excess Return	Multi-Assets	Strategy	Global	EUR	15/01/2018	-0.61 %	+1.03 %
SGI Natural Gas Static Roll Index	SGICNGSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-9.86 %	+92.96 %
SGI Copper Static Roll Index	SGICLPSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+9.95 %	+26.58 %
SGI Live Cattle Static Roll Index	SGICLCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+3.16 %	+5.37 %
SGI Aluminum Static Roll Index	SGICLASR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+2.15 %	+45.57 %
SGI Coffee Static Roll Index	SGICKCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+4.75 %	+48.91 %
SGI Heating Oil Static Roll Index	SGICHOSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+8.83 %	+70.71 %
SGI Cotton Static Roll Index	SGICCTSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+0.26 %	+35.22 %
SGI Corn Static Roll Index	SGICCSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-0.55 %	+27.92 %
SGI Lean Hogs Static Roll Index	SGICLHSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	-12.10 %	+16.24 %
SGI Market Neutral Commodity 2	SGICLM2	Excess Return	Commodities	Strategy	Global	USD	19/04/2012	-0.38 %	+1.49 %
SGI Zinc Static Roll Index	SGICLXSR	Excess Return	Commodities	Market	Global	USD	31/12/2009	+14.47 %	+23.03 %
SGI World Value Beta Hedged - USD Hedged	SGEPVRWH	Excess Return	Equity	Strategy	Global	USD	16/01/2018	-1.33 %	+1.60 %
SGI European Value Quality Premium Index (EUR - Excess Return)	SGEPVQVE	Excess Return	Equity	Strategy	Europe	EUR	10/10/2002	-0.67 %	+0.48 %
SGI Commodity Dynamic Curve Carry XALC Index	SGCOS14E	Excess Return	Commodities	Strategy	Global	USD	29/03/2019	+0.00 %	+0.00 %

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Performances calculated as of 22/10/2021

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.

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