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
SXASRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269111859
Bloomberg ID
BBG00882JWN3
Last Value
190.81
+0.08 (+0.04%)
As of
CETWeek to Week Change
0.55%
52 Week Change
4.42%
Year to Date Change
-3.38%
Daily Low
189.5
Daily High
190.85
52 Week Low
174.75 — 30 Oct 2023
52 Week High
197.48 — 2 Jan 2024
Top 10 Components
WH GROUP | HK |
KEPPEL | SG |
JAPAN HOTEL REIT INV. | JP |
JB Hi-Fi Ltd. | AU |
Rio Tinto Ltd. | AU |
INVINCIBLE INVESTMENT | JP |
CK INFRASTRUCTURE HOLDINGS | HK |
SWIRE PROPERTIES | HK |
Henderson Land Development Co. | HK |
Sumitomo Chemical Co. Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€312.16
+0.94
1Y Return
11.85%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€690.5
+6.83
1Y Return
31.25%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$381.5
+6.64
1Y Return
44.92%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$365.8
+4.33
1Y Return
37.55%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€200.39
+1.03
1Y Return
6.22%
1Y Volatility
0.12%