Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 600 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 50 companies with the highest one-year Sharpe ratios and weights them according to the inverse of their one-year volatility (subject to a 10% cap). To calculate the one-year Sharpe ratio, the
GC Pooling 12 months is used as risk-free asset.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXNSRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111826
Last Value
771.49
-0.93 (-0.12%)
As of CET
Week to Week Change
1.43%
52 Week Change
-3.34%
Year to Date Change
-2.78%
Daily Low
771.49
Daily High
771.49
52 Week Low
652.08 — 8 Apr 2025
52 Week High
818.66 — 28 Feb 2025
Top 10 Components
| NUTRIEN | CA |
| Manulife Financial Corp. | CA |
| PROLOGIS INC. | US |
| EXPAND ENERGY CORPORATION | US |
| Prudential Financial Inc. | US |
| Bristol-Myers Squibb Co. | US |
| Principal Financial Group Inc. | US |
| United Parcel Service Inc. Cl | US |
| Ford Motor Co. | US |
| PNC Financial Services Group I | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.84
+0.31
1Y Return
14.88%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€582.54
+4.30
1Y Return
12.93%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$525.26
-1.16
1Y Return
11.28%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€5752.52
+31.81
1Y Return
16.28%
1Y Volatility
0.17%
DAX - EUR (Total Return)
€24229.91
+43.42
1Y Return
19.28%
1Y Volatility
0.18%