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The Best Profile Fund EUR

Index level: 152.19 as of 12/06/2019

Main characteristics

Bloomberg Code SGMDBPFE
Inception Date 31/03/2018
Return Type Excess Return
Currency EUR
Calculated By Solactive

Objective

The Best Profile Fund EUR Index 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 basket of funds whose weights are systematically determined on a quarterly basis using a momentum algorithm. The performances of three hypothetical portfolios of the underlying funds, weighted according to 3 predefined fixed allocations, are computed. Every quarter, the best portfolio in terms of quarterly performance constitutes the allocation of the index for the next quarter.

The index also includes a 4% volatility control mechanism, when the volatility of the underlying basket exceeds 4%, exposure will generally be less than 100% (with a minimum exposure of 0%). And when the volatility of the underlying basket is less than 4%, exposure will generally be greater than 100% (with a maximum exposure of 125%)


The Best Profile Fund EUR Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.

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