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SG US Strong Balance Sheet Hedged 5% VT index

Index level: 128.54 as of 14/01/2021

Main characteristics

Bloomberg Code SGMDSBH5
Inception Date 22/11/2019
Return Type Excess Return
Currency USD
Calculated By Solactive

Objective

The SG US Strong Balance Sheet Hedged 5% VT Index aims to provide a hypothetical exposure to comparative performance of a synthetic long position on the MSCI USA Select Strong Balance Sheet Index against the performance of a synthetic short position on the SGI Futures Series - US Small Cap Equity Index (SGIXRTY1)  while maintaining a volatility close to 5 %. 

Mechanism

The Index is composed of a long position in the Select Strong Balance Sheet Index, hedged with a short position in the SGI Futures Series - US Small Cap Equity Index (SGIXRTY1) . The Index aims use the short exposure as a beta hedge of the long exposure.

The SG US Strong Balance Sheet Hedged 5% VT 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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