You have to validate the disclaimer to access this website.

Main characteristics

Bloomberg Code SGEPLBW
Inception Date 31/10/2015
Return Type Net Return
Currency EUR
CALCULATED_BY Solactive

Objective

The SGI World Low Volatility Index aims to get an exposure to stocks embedded in the MSCI World Index with a low historical volatility.

Mechanism

The SGI World Low Volatility Index is based on a 5 step selection methodology applied to the shares comprising the MSCI World Index corrected from stocks with an average daily volume below 3 millions euros. The stocks are ranked according to their realized volatility over the last 6 months. The 350 lowest volatility stocks are selected and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5 business days.

SGI World Low Volatility Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect