Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 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
SXGSRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269119076
Last Value
408.86
-4.84 (-1.17%)
As of CET
Week to Week Change
-2.91%
52 Week Change
18.75%
Year to Date Change
7.77%
Daily Low
408.86
Daily High
408.86
52 Week Low
320.51 — 26 Oct 2023
52 Week High
421.45 — 30 Aug 2024
Top 10 Components
| BAWAG GROUP AG | AT |
| DS SMITH | GB |
| Huntington Bancshares Inc. | US |
| WH GROUP | HK |
| HOCHTIEF | DE |
| BELLWAY | GB |
| ERICSSON LM B | SE |
| TAYLOR WIMPEY | GB |
| UNICREDIT | IT |
| SANKYO | JP |
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Low
High
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