All SGI indices are fully investable and replicable by delta
one products such as certificates or ETFs. They can also be linked
to leveraged and structured products for more complex indexation and payoffs.
SGI WISE Japan Top Net Total Return Index
The SGI WISE Japan Top tracks the performance of a selection of 6 portfolios
of Japan shares picked according to the "WISE Model', a proprietary model
developed by the Equity Cross Asset Research Department of Société Générale.
SGI WISE JP Top Net Summary
SGI WISE Japan Bottom Gross Return Index
The SGI WISE Japan Bottom tracks the performance of a selection of 6 portfolios
of Japan shares picked according to the "WISE Model', a proprietary model
developed by the Equity Cross Asset Research Department of Société Générale.
SGI WISE JP Bottom Gross Summary
SGI WISE Japan Long/Short
The SGI WISE Japan Long/Short provides the excess return of (i) a long investment
in the SGI WISE Japan Top Net Total Return Index and (ii) a short investment in
the SGI WISE Japan Bottom Gross Return Index.
SGI WISE JP Long/Short Summary
SGI Wise Japan Vol Target 10%
The SGI Wise Japan Vol Target 10% is designed to produce a more stable return than the SGI Wise Japan Long/Short,
an index that tracks the performance of long and short holdings in Japanese stocks.
SGI Wise Japan Vol Target 10%
SGI Emerging DLS
The SGI Emerging DLS Index aims to capture the relative value of sovereign debt issued by emerging countries vs.
developed ones via a dynamic exposure to a long/short basket. This outperformance is captured using a long position on emerging markets bond funds
vs. a short position on sovereign bond indices from UK, US and Eurozone, while dynamically managing risk with a volatility target mechanism.
Index Rules Summary - Emerging DLS EUR
Index Rules Summary - Emerging DLS USD
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