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SG Smart Low Vol Index

Index level: 1756.26 as of 23/08/2017

Main characteristics

Bloomberg Code SGIXSLV
Inception Date 15/06/2016
Return Type Excess Return
Currency EUR
CALCULATED_BY Stoxx

Objective



The SG Smart Low Vol Index aims to replicate a long position in the iStoxx Low Variance Adjusted Beta Index associated with a short position in the STOXX Europe 600 Gross Return Index, i.e. the Benchmark.



Mechanism

The long/short strategy allows to extract the outperformance of the iSTOXX Low Variance Adjusted Beta Index vs. its Benchmark.

The Index is rebalanced monthly according to a systematic model that selects the 120 lowest volatility stocks under criteria of liquidity.




The SG Smart Low Vol Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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