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SGI European Dvd Roll Yield Index

Index level: 1045.61 as of 18/04/2019

Main characteristics

Bloomberg Code SGBVDRY
Inception Date 08/06/2016
Return Type Excess Return
Currency EUR
Calculated By Bloomberg

Objective

The SGI European Dvd Roll Yield Index is a rules-based index that aims to provide the performance of a long position on a basket of rolling futures on dividends of the Euro Stoxx 50 Price Return Index.

Mechanism

The Index is designed to provide the investor with the performance of a rolling long position on the first and second nearby futures contracts on dividends of the Euro Stoxx 50 Price Return Index. The strategy is fully invested in the first futures contracts and progressively invested on a daily basis on the second futures contracts.


Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the European Dvd Roll Yield Index.  Bloomberg makes no warranty, express or implied, as to the European Dvd Roll Yield Index or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto.  To the maximum extent allowed by law, Bloomberg, its licensors, and its and their respective employees, contractors, agents, suppliers, and vendors shall have no liability or responsibility whatsoever for any injury or damages—whether direct, indirect, consequential, incidental, punitive, or otherwise—arising in connection with the European Dvd Roll Yield Index or any data or values relating thereto—whether arising from their negligence or otherwise.

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