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Main characteristics

Bloomberg Code SGBVMAP
Inception Date 22/12/2015
Return Type Net Return
Currency EUR
CALCULATED_BY Bloomberg

Objective

The SGI MAP Index (EUR – NTR) provides exposure to the performance of a dynamic top down allocation across a broad range of asset classes. The investment universe is global, from developed to emerging countries and includes both traditional (Cash, Bonds, Credit, Equities) and alternative (Commodities) classes. SGI MAP Index aims to maximize the Sharpe ratio, by offering a significant excess return over cash.

Mechanism

The MAP investment process is based on 4 different pillars:
- Global economic forecasts inputs: a global macro scenario is determined by the SG MAP working group.
- Single asset deep-in-depth analysis: we analyse thoroughly the prospects of each asset class.
- Financial engineering: we check the consistency of the resulting allocation by a quantitative analysis using the Markowitz mean-variance framework.
- Risk control: an ex-ante risk budget prevents to deviate too much from the target policy.


Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”) are not affiliated with SG and do not approve, endorse, review, or recommend the SGI MAP Index. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to the SGI MAP Index.  Bloomberg makes no warranty, express or implied, as to the SGI MAP 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 SGI MAP Index or any data or values relating thereto—whether arising from their negligence or otherwise.

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