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Main characteristics

Bloomberg Code SGIXDLSE
Inception Date 01/12/2010
Return Type Excess Return
Currency EUR
Calculated By Markit


The SGI Emerging Debt Long Short (SGI Emerging DLS) Index aims to capture the relative value of sovereign debt issued by emerging countries vs. developed ones via a dynamic exposure to a long/short basket.


The Emerging Debt Long Short (SGI Emerging DLS) investment process is based on 2 different pillars:    - A long/short mechanism: Captures the difference in performance between emerging market debts and developed market debts by going long a Mutual Funds Basket (a selection of emerging markets bond funds) and shorting the Benchmark Debt Index Basket (sovereign bond indices from UK, US and Eurozone). The Mutual Funds Basket is selected itself by Lyxor Asset Management and will be reallocated on a quarterly basis. The objective of the Fund Selection is to find the funds that are expected to perform the best on the emerging sovereign debt market.    - Risk control: Seeks to maintain volatility at a target level of 8% using a systematic risk monitoring mechanism. This strategy allows to fully benefit from a stable growth by being over exposed to the Underlying Basket in low volatility periods, while limiting the exposure in case of volatility above 8%.

The SGI Emerging Debt Long Short (EUR - ER) is administered and calculated by Markit. For more information, see Markit makes no representation and expressly disclaims all warranties of accuracy, merchantability or fitness for a particular purpose or use with respect to SGI Emerging Debt Long Short (EUR - ER) or any data included therein, or any data from which it is based or as to results to be obtained from the use of the SGI Emerging Debt Long Short (EUR - ER). Markit does not sponsor, endorse, sell, or promote any investment fund or other vehicle that is offered by Societe Generale or third parties and that seeks to provide an investment return based on the returns of the SGI Emerging Debt Long Short (EUR - ER).