SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return)

Index level: 130.925 as of 01/02/2023
Rules

Main characteristics

Bloomberg Code SGCOS60E
Inception Date 02/05/2018
Return Type Excess Return
Currency USD
Calculated By Compass

Objective

The SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return) is designed to be exposed to the performance of the SGI Alpha Liquidity MM D0 Index (Bloomberg: SGCOS59E) while aiming to maintain the level of volatility of such Index at or close to a pre-determined level. The control of such volatility is attempted by periodically and systematically adjusting the exposure of the Index to the Underlying Index based on the volatility of the Underlying Index.

Mechanism

The exposure of the Index to the Underlying Index is bounded between a minimum of 0% and a maximum of 900% of the level of the Index. 

The SGI Alpha Liquidity MM D0 VT5 Index (USD - Excess Return) 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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