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BPE Dynamique Premium Index

Index level: 930.95 as of 11/12/2018

Main characteristics

Bloomberg Code SGMDBPEA
Inception Date 05/07/2017
Return Type Net Return
Currency EUR
Calculated By Stoxx

Objective

The BPE Dynamique Premium Index aims to produce a better risk-return ration than a diversified basket of ETF and funds. 

Mechanism

The Index is constructed pursuant to a rebalancing process between the Underlying Basket and a hypothetical deposit based on the EONIA Rate. The exposure to the Underlying Basket can reach a maximum of 100% of the level of the Index and a minimum of 0% corresponding to a full investment in cash based on the EONIA Rate.

BPE, the index advisor, advises for the composition of the Underlying Basket. The eligible universe is made of mutual funds and ETF that exhibit the below features:

  • daily liquidity;
  • at least a full-year track record;
  • available in Bloomberg
  • the quantity allocated to a fund or to an ETF shall be equal to or greater than 0%

 

The Index is constructed pursuant a volatility target of 14%.


The BPE Dynamique Premium Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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