GFG Momentum Index
GFG decides to provide his Momentum Index to give widespread access to this important investment style; it has developed an index methodology that captures momentum in an intuitive and transparent way, making it accessible to all investors.
Effective diversification is achieved as capital is only allocated to those asset classes that exhibit stable sensitivities to the different stages of the economic cycle. Moreover, an efficient diversification is achieved within each asset class as well using an equally weighted approach.
Momentum for each market and asset class is measured and used for actively sizing market exposures. The portfolio weight of each market and asset class is increased when the corresponding momentum reading is rising and lowered when momentum is decreasing. Thus the index is shaped by both a relative and absolute Momentum approach.
GFG Momentum Index is a Euro based index, although composed by multi–currency assets. The exposure to currencies different from Euro is daily hedged using relevant forward currency adjustments.
For additional information regarding GFG’s index data please contact firstname.lastname@example.org