Main characteristics
| Bloomberg Code | SGIXMAP |
|---|---|
| Inception Date | 15/04/2008 |
| Return Type | Net Return |
| Currency | EUR |
| Calculated By |
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Objective
SGI Multi Asset Portfolio (MAP) is an index that provides exposure to the performance of a dynamic top down allocation across a broad range of asset classes. The investment universe is global, from developed to emerging countries and includes both traditional (Cash, Bonds, Credit, Equities) and alternative (Commodities, Hedge Funds) classes. SGI MAP aims to maximize the Sharpe ratio, by offering a significant excess return over cash.
Mechanism
The MAP investment process is based on 4 different pillars:- Global economic forecasts inputs: a global macro scenario is determined by the SG MAP working group.- Single asset deep-in-depth analysis: we analyse thoroughly the prospects of each asset class.- Financial engineering: we check the consistency of the resulting allocation by a quantitative analysis using the Markowitz mean-variance framework.- Risk control: an ex-ante risk budget prevents to deviate too much from the target policy.The SGI Multi Asset Portfolio (EUR-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.