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Main characteristics

Bloomberg Code SGMDRO15
Inception Date 03/09/2018
Return Type Excess Return
Currency USD
Calculated By Stoxx

Objective

The SG Rise of the Robots VT 15% Index aims to capture the performance of the Rise of the robots Index while maintaining its volatility around 15%.

The Rise of The Robots Index aims to capture the performance of a basket of stocks whose business is positively impacted by the increasing development of artificial intelligence, automation and robotics.

Mechanism

The SG Rise of The Robots VT 15% Index is long of the Rise of the robots Index. A volatility control mechanism is applied, so as when the volatility of the Rise of the robots Index increases, the deemed exposure to the Index decreases, and inversly. The Exposure is capped at 150% of the Index Level and can be as low as 0%.


The SG Rise Of The Robots VT 15% Index is calculated and maintained by STOXX Limited, Zurich, Switzerland, specifically for SG.

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