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CLCI Global Value Index (GVI)

Description

The CLCI-Global Ltd Global Value Index (GVI) optimizes global purchasing power while controlling cross rate risk within the currency neutral framework provided by CLCI GLOBAL Benchmark Index – GVI

Weighting MethodCommon factor adjusted and value weighted
Rebalancing and Distribution FrequencyWeekly by 14:00:00 Sunday UTC provided all data is available as usual. Else as soon as data becomes available.
Calculation FrequencyDaily at 24:00:00 UTC
Calculation CurrenciesAUD, CAD, CHF, CNH, EUR, GBP, JPY, NOK, NZD, SEK, SGD, USD
Launch DateJuly 30, 2020
First Value DateAugust 13, 1971

The proprietary algorithm optimises the holding weights for 12 of the world’s most important and liquid currencies. This is a subset of the currencies used for the Global Benchmark Index. Group inclusion is decided using the same ranking system as that used for the GBI based on the following 5 domains.

  • Turnover and liquidity.
  • The presence of a functioning market for government bonds.
  • Historical continuity.
  • Degree to which the value of the currency is determined by market forces.
  • Ease with which a market participant can control exposure.

Optimize Global Cash

The CLCI GLOBAL Value Index – GVI preserves and enhances global purchasing power in an increasingly uncertain world.

  • Analytically robust currency diversification: Optimize global purchasing power while controlling cross rate risk within the currency neutral framework provided by GBI.
  • Global investment: Optimize global investments and control global risk by dynamically hedging all exposures into GVI.
  • Investment product development: May be licensed for white label use by asset managers as a currency overlay strategy.
Australia flag
AUD
Canada flag
CAD
Switzerland flag
CHF
China flag
CNH
European Union flag
EUR
United Kingdom flag
GBP
Japan flag
JPY
Norway flag
NOK
New Zealand flag
NZD
Sweden flag
SEK
Singapore flag
SGD
USA flag
USD

Historical Performance

GVI Index
GVI Ratio
GVI Risk
Download GVI Factsheet
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