SGI Global Momentum is a multi-asset index that exploits trading momentum strategies.
The SGI Global Momentum index universe consists in ten shares of exchange traded funds in diversified assets including developed market equities (EU, US, Japan), emerging equities (Asia/Pacific, Russia, Latin America), listed private equity, bonds (Euro zone Government Bonds and Inflation-linked) and commodities. The five best performing shares represent the components of the index.
The SGI Global Momentum (USD - TR) (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.