You have to validate the disclaimer to access this website.

Main characteristics

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


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.


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.
Login to add this product to your favorites