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Main characteristics

Bloomberg Code SGIXDB
Inception Date 15/07/2010
Return Type Net Return
Currency EUR
CALCULATED_BY S&P Dow Jones
COMPOSED_BY Banque Cramer & Cie SA

Objective

The SGI Dynamic Bond Index is based on a quantitative asset allocation model that dynamically optimizes and rebalances the weightings of the index components according to a disciplined monthly investment process. The Index seeks to maintain volatility at a target level of 4.5% using a systematic risk monitoring mechanism.

Mechanism

The SGI Dynamic Bond Index is based on a quantitative asset allocation model developed by the Advisor that dynamically optimizes and rebalances the weightings of the index components according to a disciplined monthly investment process. In order to determine the asset allocation, the quantitative model will perform the following: - Analyse market data such as past returns, volatilities and correlation- Define the weighting for each index component within pre-defined limits- Seek to maintain volatility at a target level of 4.5% using a systematic risk monitoring mechanism.

The SGI Dynamic Bond (EUR Hedged - Net TR) (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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