Main characteristics
| Bloomberg Code | SGIXCAIM |
|---|---|
| Inception Date | 01/06/2014 |
| Return Type | Excess Return |
| Currency | USD |
| Calculated By |
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Objective
The SGI Credit NA IG Momentum is a credit index that exploits trading performance of momentum strategies designed by the SG Quantitative Research and written on SGI Credit NA IG 125 Index.
Mechanism
On every calculation Date, the SGI Credit NA IG Momentum takes short and long position of a static basket of SGI Credit NA IG 125 Index as designed by SG quantitative research and reset on a monthly basis.
The SGI Credit NA IG Momentum is administered and calculated by Markit. For more information, see www.markit.com.