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Main characteristics

Bloomberg Code SGMDVOX
Inception Date 10/01/2011
Return Type Excess Return
Currency USD
Calculated By Standard & Poor's


The SGI Vox Index (the “Index”) is designed to track the performance of rolling call options on the Chicago Board Options Exchange Market Volatility Index (the “VIX Index”).The Index is designed to perform well in extremely volatile markets while minimizing the theoretical “cost of carry” during times of economic stability

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