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Main characteristics

Bloomberg Code SGMDBF2E
Inception Date 01/12/2017
Return Type Excess Return
Currency EUR
Calculated By S&P Dow Jones

Objective

The Best Select Fund 2 EUR index is a systematic index that aims to provide the performance of a dynamic multi-asset basket of mutual funds with a volatility control mechanism.

Mechanism

The Index is composed of a hypothetical basket of funds where the weightings are systematically determined on a quarterly basis using a Momentum algorithm: the 5 best performing basket components (out of 8 components) are selected according to their performance over the elapsed quarter and given weights ranging from 30% (for the best performing component) to 10% (the 5th top performing component).

The index also includes a volatility control mechanism of 4.5%, where the hypothetical exposure of the Index to the 5 best performing mutual funds varies on a daily basis.


The Best Select Fund 2 EUR 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.

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