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HAZING Just Report It. Sigma Gamma Rho Sorority Incorporated Sigma Gamma Rho is a national collegiate sorority incorporated in 1922. Over the years Sigma Gamma Rho has served as a home for thousands of collegiate and professional women looking for a place to share inspiring life experiences learn new things conquer life challenges thrive in society and uplift the community through sisterhood scholarship and service. The dynamic women of Sigma Gamma Rho have built and sustained a wellknown and highly respected reputation for leading positive change.