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Main characteristics

Bloomberg Code SGIXWNB
Inception Date 07/01/2007
Return Type Total Return
Currency EUR
CALCULATED_BY Standard & Poor's

Objective

The SGI WISE NORDICS tracks the performance of the SGI Wise Nordics Long/Short with a variable leverage applied to maintain its realized volatility within reasonable levels.

Mechanism

The SGI WISE NORDICS uses a systematic mechanism which keeps the risk level of the Index, measured by the historical volatility of the SGI WISE NORDICS Long/Short, close to a predefined target level.
The SGI WISE NORDICS adjusts the allocation of the SGI WISE NORDICS Long/Short. The exposure to the Underlying Index can reach a maximum of 130% of the level of the Index.


The SGI Wise Nordics Bottom (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.
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