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ISTOXX INDICES

EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5%

Index Description

The EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% Index replicates the performance of the EUR net return version of the EURO iSTOXX 25 Challengers Equal Weight Index assuming a constant 5.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

Key facts

  • Due to the performance deduction, the index underperforms the net return version of the EURO iSTOXX 25 Challengers Equal Weight Index.
  • The decrement index may perform better than the price version of the EURO iSTOXX 25 Challengers Equal Weight Index, which does not consider dividend investments, if the overall net dividend yield of the base index is greater than the value being subtracted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO iSTOXX 25 Challengers Equal Weight N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% 2.3 5.6 10.4 6.2 11.8 N/A N/A 10.7 2.0 2.3
EURO iSTOXX 25 Challengers Equal Weight 2.8 9.6 16.7 25.3 47.3 N/A N/A 17.0 7.9 8.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% N/A N/A 12.7 18.3 21.6 N/A N/A 0.5 0.0 0.1
EURO iSTOXX 25 Challengers Equal Weight N/A N/A 12.7 18.3 21.6 N/A N/A 0.9 0.3 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% 1.0 1.0 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% 1.0 1.0 1.0 1.0 1.0 -27.9 -26.8 -26.7 -27.1 -27.2

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(EUR, Price), all data as of August 30, 2024

ISTOXX INDICES

EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5%

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
EURO iSTOXX 25 Challengers Equal Weight NR Decrement 5.5% N/A N/A N/A N/A N/A N/A N/A N/A
EURO iSTOXX 25 Challengers Equal Weight N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns