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
SXASRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269111883
Last Value
447.41
+4.57 (+1.03%)
As of CET
Week to Week Change
1.22%
52 Week Change
9.50%
Year to Date Change
-0.80%
Daily Low
447.41
Daily High
447.41
52 Week Low
393.55 — 1 Jun 2023
52 Week High
453.25 — 10 Apr 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 |
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