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SGI 9% VT on Reality Shares Nasdaq Blockchain Economy

Index level: 1298.90 as of 13/12/2018

Main characteristics

Bloomberg Code SGMDBCV9
Inception Date 25/04/2018
Return Type Excess Return
Currency USD
Calculated By Stoxx

Objective

The SGI 9% VT on Reality Shares Nasdaq Blockchain Economy Index is designed to capture the performance of the Reality Shares Nasdaq Blockchain Economy Index performances whilst maintaining its volatility close to a level of 9%. 

The Reality Shares Nasdaq Blockchain Economy Index is an index composed of Blockchain related stocks. The weights of each stock are determined using a Blockchain score which is calculated systematically based on a series of quantitative factors. These factors relate to the company’s role in the Blockchain technology ecosystem and their participation in industry groups.

Reality Shares Nasdaq evaluates the degree to which the stock’s Blockchain technology is developed, how innovative it is, how economically impactful it is, alongside the company’s research and development expenditures.

Mechanism

The 9% VT index takes a long exposure to the Reality Share Nasdaq Blockchain Economy Index. A volatility control mechanism is applied in order to maintain the volatility of the Index close to a level of 9%. When the volatility of the Rise of the robots Index increases (i.e. above 9%), exposure to the Index decreases. In comparison, when the volatility of the Reality Share Nasdaq Blockchain Economy Index decreases, exposure increases. The Exposure is capped at 100% of the Index Level and can be as low as 0%.


The SGI 9% VT on Reality Shares Nasdaq Blockchain Economy Index  is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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