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ISTOXX INDICES

EURO iSTOXX Ocean Care 40 NR Decrement 3.5%

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Index Description

The EURO iSTOXX Ocean Care 40 NR Decrement 3.5% Index replicates the performance of the net return version of the EURO iSTOXX Ocean Care 40 Index assuming a constant 3.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis..

Key facts

  • Selection of 40 stocks ensures a good diversification within ICB supersectors.
  • Detailed Sustainalytics Environmental Key Performance Indicators help select companies with strong programmes implemented which ensure responsible water management.
  • Liquidity filter ensures replicability.

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 Ocean Care 40 NR Decrement 3.5% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO iSTOXX Ocean Care 40 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 Ocean Care 40 NR Decrement 3.5% 2.3 10.0 14.7 17.7 46.6 N/A N/A 15.0 5.6 8.0
EURO iSTOXX Ocean Care 40 1.6 9.5 16.0 21.6 56.9 N/A N/A 16.2 6.8 9.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Ocean Care 40 NR Decrement 3.5% N/A N/A 11.2 17.4 20.4 N/A N/A 0.8 0.2 0.3
EURO iSTOXX Ocean Care 40 N/A N/A 11.2 17.4 20.4 N/A N/A 0.9 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Ocean Care 40 NR Decrement 3.5% 1.0 1.0 1.0 1.0 1.0 1.7 1.0 0.7 0.6 0.5
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Ocean Care 40 NR Decrement 3.5% 1.0 1.0 1.0 1.0 1.0 4.5 1.0 -1.7 -1.9 -2.6

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

2Based on EURIBOR1M

(EUR, Price), all data as of May 31, 2024

ISTOXX INDICES

EURO iSTOXX Ocean Care 40 NR Decrement 3.5%

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 Ocean Care 40 NR Decrement 3.5% N/A N/A N/A N/A N/A N/A N/A N/A
EURO iSTOXX Ocean Care 40 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The EURO iSTOXX Ocean Care 40 NR Decrement 3.5% Index replicates the performance of the net return version of the EURO iSTOXX Ocean Care 40 Index assuming a constant 3.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

Quick Facts

Weighting Equal weighted
Cap Factor -
No. of components 40
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 19:15:00
Base value/base date 1000 as of Mar. 19, 2012
History History available since Mar. 19, 2012
Inception date May. 19, 2021
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.