There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Harmonia II Vol Target 3% Index is designed to provide the exposure to the performance of the SGI Harmonia II Index (excess return), with a target volatility of 3%.
SGI Harmonia II index is based on both a risk budgeting model (ERC Equal Risk Contributions methodology) and a trend following mechanisms, which provide the optimal weighting for each asset within the portfolio on a monthly basis. To determine the allocation the quantitative model follows three steps:
- A strategic allocation thanks to ERC that enables the calculation of the optimal weighting of each asset within the portfolio.
-A tactical allocation thanks to a trend following in order to benefit from positive trends.
-Maintain volatility near a predefined level of 3%, thanks to a volatility target mechanism.