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SGI NOVA Multi-Asset

Index level: 291.19 as of 11/14/2019

Main characteristics

Bloomberg code SGIXNOMA
Inception date 07/25/2014
Return type Total Return
Currency USD


The SGI NOVA Multi-Asset Index is a systematic, multi-asset strategy providing access to three S&P Indices linked to U.S. Equities, U.S. Treasuries, Gold, and an iShare ETF linked to Real Estate.

It includes a momentum mechanism that aims to enhance performance by capturing market trends and a systematic risk management mechanism to control volatility near a pre-defined level.

The SGI NOVA Multi- Asset Index began publishing on July 25, 2014. Therefore, all data for the Index for the period prior to July 25, 2014 represent S&P Dow Jones ("S&P DJ"s) application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to July 25, 2014 consistent with the Index methodology. Results prior to July 25, 2014 may have been different had the Index actually been in existence. The SGI NOVA Multi- Asset Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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