Main characteristics

Bloomberg Code SGMDMFRU
Inception Date 20/02/2017
Return Type Excess Return
Currency EUR
Calculated By Stoxx


The SGI Flexible Allocation Fund (SGMDMFRU) is designed to produce a better risk-return ratio than a basket of funds. The index is calculated and published by Stoxx Limited and is sponsored by Societe Generale.


The index SGMDMFRU is composed of a basket of funds. The index’s strategy is based on a Daily Vol Target process, with a volatility target of 6%. The risk is actively managed through a daily mechanism that aims to maintain the realized volatility of the Index to a level close to 6%, with a maximum exposure to the basket at 150%.

The SGI Flexible Allocation Fund is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG

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