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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Vol Invest Gravity Index aims to generate positive performance from potential mean-reversion patterns in the SGI Vol Invest Spread Index by capturing the spread between its daily and biweekly variance, while capping and flooring the delta of the performance of the Index over the performance of the SGI Vol Invest Spread Index at respectively 200% and -20%.
The Index aims to benefit from the US volatility market’s tendency to mean revert, which should result, on average, in a positive spread between daily variance and biweekly variance. To exploit this potential bias, the Index holds a hypothetical portfolio of ten Variance Spread (difference between the daily and the biweekly variance), rolled every day.
The contribution of the portfolio of Variance Spreads to the Index is capped (or floored) on a daily basis at 200% (or -20%) of the daily performance of the Underlying Index.
SGI Vol Invest Gravity Index (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 calculate the Index. S&P® is a registered trademark 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” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.”