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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:
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SGI Asia Compass is a systematic index providing access to a multi-asset allocation based both on a risk budgeting model (ERC methodology) and on a trend following mechanism. The Index focuses on Asian underlyings.
The Index aims to provide investors with stable performances during bullish periods and to limit market drawdowns during bearish periods while maintaining volatility near a predefined level.
SGI Asia Compass Index is based on both a risk budgeting model (ERC Equal Risk Contributions methodology) and a trend following mechanism, 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 6%, thanks to a volatility target mechanism