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SGI Credit NA HY Momentum Index

Index level: 971.68 as of 13/12/2018

Main characteristics

Bloomberg Code SGIXCAHM
Inception Date 01/07/2014
Return Type Excess Return
Currency USD
Calculated By Markit

Objective

The SGI Credit NA HY Momentum is a credit index that exploits trading performance of momentum strategies designed by the SG Quantitative Research and written on SGI Credit NA HY 100 Index.

 

Mechanism

On every calculation Date, the SGI Credit NA HY Momentum takes short and long position of a static basket of SGI Credit NA HY 100 Index as designed by SG quantitative research and reset on a monthly basis. 


The SGI Credit NA HY Momentum is administered and calculated by Markit. For more information, see  www.markit.com.

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