Indices Prime Services

L’équipe Capital Consulting gère une famille d’indices non investissables conçus pour représenter un certain nombre de styles stratégiques clés des hedge funds.

Contactez l'équipe Alternative Investments Consulting pour plus d'informations sur l'un des indices de SG Prime Services ou pour vous renseigner sur les conditions d'inclusion d'un fonds dans l'un de ces indices.

 

SG Prime Services Indices

Daily Indices

Index
Date
Return
MTD
YTD
Details
SG CTA Index
Apr 23, 2015-0.31%-0.69%5.00%View

The SG CTA Index calculates the net daily rate of return for a pool of CTAs selected from the largest managers open to new investment. It is equal-weighted and reconstituted annually.

Bloomberg: NEIXCTA Index

Downloads: Methodology | Constituents | Monthly Report | Historical Returns

SG Trend Index
Apr 23, 2015-0.28%-0.18%7.33%View

The SG Trend Index is equal-weighted and reconstituted annually. The index calculates the net daily rate of return for a pool of trend following based hedge fund managers.

Bloomberg: NEIXCTAT Index

Downloads: Methodology | Constituents | Monthly Report | Historical Returns

SG Short Term Traders Index
Apr 23, 20150.03%-0.81%1.87%View

The SG Short-Term Traders Index is designed to track the daily performance of a portfolio of CTAs and Global Macro managers executing diversified trading strategies with a less than 10-day average holding period.

Bloomberg: NEIXSTTI

Downloads:Methodology | Constituents | Monthly Report | Historical Returns

SG Multi Alternative Risk Premia Index
Apr 23, 20150.03%-0.81%1.87%View

The SG Multi Alternative Risk Premia Index represents risk premia managers who employ investment programs diversified across multiple asset classes while utilizing multiple risk premia factors. These managers trade multiple asset classes such as equities, fixed income, currencies, and in many cases commodities, and aim to capture a diversity of discrete risk premia, including most prevalently value, carry, and momentum. These multi-asset, multi-risk premia strategies are typically systematic. Single asset class and risk premia programs are excluded. The SG Multi Alternative Risk Premia Index is an equally weighed, non-investable index of funds.

Bloomberg: NEIXMARP Index

Downloads:Methodology | Constituents | Monthly Report | Historical Returns

Methodology Note: Overview of Multi-Asset, Multi-Risk Premia Investment Program Universe: Americas | Asia | EMEA

Monthly Indices

Index
Date
Return
YTD
Details
 
SG Macro Trading Index
Mar 20151.05%4.19%View 
SG Macro Trading Index (Quantitative)
 1.18%5.80%  
SG Macro Trading Index (Discretionary)
 0.95%3.21%  

The SG Macro Trading Index is a broad based performance measure for constituents that trade Global Macro strategies. These managers may typically employ top-down fundamental research to forecast the effect of global macroeconomic and political events on the valuation of financial instruments and are frequently focused on a diversified basket of instruments.

In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Global Macro strategy, provide monthly performance data, and have AUM greater than USD 30 million.

Bloomberg: NEIXMTI Index

Downloads: Methodology | Monthly Report | Historical Returns

SG Macro Trading Index (Quantitative)
A sub-index of the SG Macro Trading Index covering the quantitative and GTAA strategies.

Downloads: Historical

SG Macro Trading Index (Discretionary)
A sub-index of the SG Macro Trading Index covering the discretionary strategies.

Downloads: Historical

SG Commodity Trading Index (Trading)
 -0.37%-0.50%  

The SG Commodity Trading Index is a broad based performance measure for constituents that trade commodity-related strategies. Commodity funds utilize a variety of investment strategies to profit from price moves in commodity markets. In order to be eligible for inclusion as a constituent program, individual programs must predominately trade a relevant Commodity strategy, provide monthly performance data, and have AUM greater than USD 30 million.

Bloomberg: NEIXCTI Index

Downloads:Methodology | Monthly Report | Historical Returns

SG Commodity Trading Index (Trading)

A sub-index of the SG Commodity Trading Index covering trading orientated strategies, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies.

Downloads:Historical

SG Commodity Trading Index (Equity)

A sub-index of the SG Commodity Trading Index covering long/short equity strategies focused on commodity related stocks.

Downloads: Historical



Les indices de SG Prime Services sont fournis à titre d'information uniquement et ne peuvent être utilisés comme référence par aucun instrument financier, fonds ou contrat financier ; plus spécifiquement, ils ne peuvent être référencés au titre du règlement (UE) 2016/1011 du Parlement européen et du Conseil du 8 juin 2016 relatif aux indices utilisés comme référence pour les instruments financiers et contrats financiers (Règlement Benchmark). Les entités du groupe Société Générale ne sont pas responsables de l'utilisation des indices de SG Prime Services comme référence.

 

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