Summary
The STOXX Asia/Pacific Sharpe Ratio 50 index includes stocks from the STOXX Asia/Pacific 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
SXASRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269115959
Last Value
360.74
+2.31 (+0.64%)
As of
CETWeek to Week Change
1.12%
52 Week Change
10.31%
Year to Date Change
-0.66%
Daily Low
360.74
Daily High
360.74
52 Week Low
308.85 — 26 Oct 2023
52 Week High
366.94 — 28 Dec 2023
Top 10 Components
WH GROUP | HK |
JAPAN HOTEL REIT INV. | JP |
CK INFRASTRUCTURE HOLDINGS | HK |
Rio Tinto Ltd. | AU |
AGL Energy Ltd. | AU |
KEPPEL | SG |
JB Hi-Fi Ltd. | AU |
INVINCIBLE INVESTMENT | JP |
Henderson Land Development Co. | HK |
VENTIA SERVICES GROUP | AU |
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