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SGI NOVA USA

Index level: 247.66 as of 11/22/2017

Main characteristics

Bloomberg code SGIXNSPX
Inception date 02/12/2014
Return type Price Return
Currency USD

Objective

The SGI NOVA USA Index (the Index) is a synthetically modified price return index designed to potentially produce a better risk-return ratio than the S&P 500 Price Return Index (the Underlying Index) through a rules-based volatility control mechanism.

Mechanism

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The SGI NOVA USA Index began publishing on February 12, 2014. Therefore, all data for the Index for the period prior to February 12, 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 February 12, 2014 consistent with the Index methodology. Results prior to February 12, 2014 may have been different had the Index actually been in existence. The SGI NOVA USA 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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