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Main characteristics

Bloomberg Code SGIXERCI
Inception Date 30/11/2011
Return Type Net Return
Currency EUR
CALCULATED_BY Stoxx

Objective

The SGI ERC EuroZone Invest Index is a systematic index providing an exposure to the underlings of the EuroStoxx 50 Index based on a risk budgeting model (ERC methodology) developed by the Lyxor quantitative team.

Mechanism

The SGI ERC EuroZone Invest Index is a long-only index based on the Equal Risk Contribution allocation methodology. It determines an optimal weighting for each stock within the portfolio on a monthly basis, aiming to minimize the portfolio’s volatility while maximizing its diversification.


The SGI ERC EuroZone Invest Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.
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