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SGI CODA VT6 Index

Index level: 100.75 as of 14/05/2019

Main characteristics

Bloomberg Code SGICODA6
Inception Date 07/09/2018
Return Type Excess Return
Currency USD
Calculated By Compass

Objective

The SGI CODA VT6 Index is designed to produce a better risk-return ratio than the underlying SGI Commodity Dynamic Alpha Index. Through the underlying SGI Index, the Index tracks the performance of a systematic long/short strategy, where the long position selects commodity contracts based on a proprietary curve placement algorithm, and the short position is a benchmark excess return commodity index. 

Mechanism

The Index is composed of the underlying SGI CODA Index and includes a volatility control mechanism, whereby the Index’s synthetic exposure to the underlying SGI Index varies on a daily basis.


The SGI CODA VT6 Index is calculated by COMPASS FINANCIAL TECHNOLOGIES SA. COMPASS FINANCIAL TECHNOLOGIES SA uses its best efforts to ensure that the Index is calculated correctly. Not with standing its obligations towards the issuer of the product, COMPASS FINANCIAL TECHNOLOGIES SA has no obligation to point out errors in the Index to third parties including without limitation to investors and/or financial intermediaries. The calculation, the publication and the dissemination of the Index by COMPASS FINANCIAL TECHNOLOGIES SA does not constitute a recommendation by COMPASS FINANCIAL TECHNOLOGIES SA to invest capital in the product nor does it in any way represent an assurance or opinion of COMPASS FINANCIAL TECHNOLOGIES SA with regard to any investment the rein. Purchasers of the product are made aware, and accept, that index calculations are based on large quantities of data provided by third parties and are thus susceptible to errors, interruptions and delays. This may result in errors, interruptions and delays in the Index which may have impact on the product.

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