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Main characteristics

Bloomberg Code SGIXGLAE
Inception Date 01/09/2008
Return Type Excess Return
Currency EUR
CALCULATED_BY S&P Dow Jones

Objective

The index replicates a basket of SGI alpha indices reviewed twice a year to comply with pre-defined selection rules. It is computed on a daily basis by Standard & Poor's and can be linked to investment products offering a daily liquidity. The components are weighted equally in the index portfolio at each rebalancing dates. The underlying indices seek to extract alpha from arbitrage strategies applied to a wide scope of asset classes: equity, volatility, Fixed Income, FX and commodity arbitrage. On the launch date SGI Global Alpha is built on six indices but this number may increase with the ongoing expansion of the SGI range.

Mechanism

The index replicates a basket of SGI alpha indices reviewed twice a year to comply with pre-defined selection rules. It is computed on a daily basis by Standard & Poor's and can be linked to investment products offering a daily liquidity. 
The components are weighted equally in the index portfolio at each rebalancing dates. The underlying indices seek to extract alpha from arbitrage strategies applied to a wide scope of asset classes: equity, volatility, Fixed Income, FX and commodity arbitrage. On the launch date SGI Global Alpha is built on six indices but this number may increase with the ongoing expansion of the SGI range.


The SGI Global Alpha (EUR - ER) (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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