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Main characteristics

Bloomberg Code SGIXSE11
Inception Date 30/04/2008
Return Type Excess Return
Currency EUR
CALCULATED_BY S&P Dow Jones

Objective

The SGI SLS Emerging aims to track the premium between emerging and developed economies that exists due to the growth differential between the 2 zones, with a variable leverage applied to maintain its realized volatility within reasonable levels.

Mechanism

The SGI SLS Emerging uses a systematic mechanism which keeps the risk level of the index, measured by the historical volatility of the Underlying Index, close to a pre-defined target level. The index can then be leveraged (with a cap set at 150%) or de-leveraged to keep the target volatility unchanged. This strategy allows to fully benefit from a stable growth by being over exposed on the Underlying Index, while limiting the market drawdowns by reducing index exposure.


The SGI SLS Emerging 11% (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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