SGI Commodity Dynamic Alpha XALC Index

Index level: 150.162 as of 30/11/2022

Main characteristics

Bloomberg Code SGCOS19E
Inception Date 29/03/2019
Return Type Excess Return
Currency USD
Calculated By Compass


The SGI  SGI Commodity Dynamic Alpha XALC Index tracks the performance of a systematic strategy based on synthetic positions in the SGI Commodity Optimized Curve Carry XALC Index (<SGCOS14E>, long position) and the Bloomberg Commodity ex-Agriculture and Livestock Capped Index (<BBUXALC>, short position).


The Index is indirectly invested in a basket of commodities (excluding Agriculture and Livestock) via its synthetic positions in the Underlying Basket Components. The composition and allocation of the Index is systematically adjusted on a monthly basis, on the first calculation date of the month.

"The SGI Commodity Dynamic Alpha XALC Index is calculated by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the Index is calculated correctly. Not with standing its obligations towards the issuer of the product, COMPASS FINANCIAL TECHNOLOGIES SA has no obligation to point out errors in the Index to third parties including without limitation to investors and/or financial intermediaries. The calculation, the publication and the dissemination of the Index by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in the product nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment the rein. Purchasers of the product are made aware, and accept, that index calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays. This may result in errors, interruptions and delays in the Index which may have impact on the product”


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