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About SG Index
Global Tactical Asset Allocator Index
Index level: 386.646 as of 25/05/2022
Main characteristics
| Bloomberg Code | SGIXGTAA |
|---|---|
| Inception Date | 27/04/2018 |
| Return Type | Excess Return |
| Currency | EUR |
| Calculated By |
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Objective
The Global Tactical Asset Allocator Index provides exposure to the hypothetical performance of a systematic and rules-based, cross asset strategy which seeks to generate returns via an exposure to various indices linked to futures and forward contracts on financial instruments, based on a quantitative model designed by YCAP Asset Management, SA.
Mechanism
The Model is based on long/short strategy that use listed instruments across a universe comprised of indices on equities, credit, fixed income, foreign exchange and commodities and aims to achieve a regular performance through financial cycles. The weightings are determined on a daily basis.
The Global Tactical Asset Allocator Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.