Main characteristics

Bloomberg Code SGIXCARO
Inception Date 04/08/2017
Return Type Excess Return
Currency EUR
Calculated By Solactive


The Cross Asset Risk Off Index provides exposure to the hypothetical performance of a systematic and rules-based, cross asset strategy which seeks to generate returns via exposure to various indices linked to equities and futures contracts on financial instruments and physical commodities, based on a quantitative model designed by YCAP Asset Management, SA.


The Model is based on long/short strategy that use the most liquid listed instruments across a universe comprised of indices on equities, fixed income and commodities and aims to provide a positive performance during financial meltdown while limiting the downside when equities rise. The weightings are determined on a daily basis.

The Cross Asset Risk Off 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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