You have to validate the disclaimer to access this website.

SGI Flexible Trend Allocator Index

Index level: 196.35 as of 20/05/2019

Main characteristics

Bloomberg Code SGIXFLEX
Inception Date 31/10/2012
Return Type Excess Return
Currency EUR
Calculated By Stoxx


The SGI Flexible Trend Allocator offers a diversified investment strategy through an exposure to 3 performing assets (Equities, European Credit, and Gold) and a defensive asset (Short-term bond without credit risk). The Index aims to capture the performance of the 3 performing assets when they are in a bull trend and limits the fall by investing in a defensive asset when some performing assets are in a bear trend.


Each month, the 1-month moving average of each performing is compared to the 12-month one.
For each performing asset, if the 1-month moving average is superior to the 12-month average:

  • Bull trend signal
  • Exposure of 1/3 in the underlying performing asset 

If not:

  • Bear trend signal
  • No exposure in the underlying performing asset and exposure of 1/3 in the defensive asset

The SGI Flexible Trend Allocator benefits from a volatility target mechanism to maintain realized volatility of the Index around 5%, the index can be leveraged with a cap at 200%.

The SGI Flexible Trend Allocator Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG. The SGI Europe IG Index and SGI Bond 2Y EUR Index (the « Indices ») are the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Indices. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Indices.
Login to add this product to your favorites