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SGI European Equity Low Vol Premium Index-USD hedged

Index level: 1035.22 as of 13/12/2017

Main characteristics

Bloomberg Code SGIXELVU
Inception Date 01/09/2015
Return Type Excess Return
Currency USD
CALCULATED_BY Stoxx

Objective

The SG European Equity Low Vol Premium Index (USD – Excess Return) aims to provide an exposure to the excess performance of the iSTOXX Europe Low Variance Adjusted Beta Index over the Stoxx Europe 600 Gross EUR.

Mechanism

The Index is composed of a long position in the iSTOXX Europe Low Variance Adjusted Beta Index and a short position in the Benchmark (Stoxx Europe 600 Gross EUR).


The SGI European Equity Low Vol Premium Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.
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