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
SXGSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269119266
Last Value
453.37
+6.00 (+1.34%)
As of
CETWeek to Week Change
0.98%
52 Week Change
14.35%
Year to Date Change
-0.22%
Daily Low
453.37
Daily High
453.37
52 Week Low
390.13 — 17 Jan 2024
52 Week High
458.16 — 10 Dec 2024
Top 10 Components
VENTIA SERVICES GROUP | AU |
BAWAG GROUP AG | AT |
CAIXABANK | ES |
Harvey Norman Holdings Ltd. | AU |
UNICREDIT | IT |
SVENSKA HANDELSBANKEN A | SE |
BCO SABADELL | ES |
AVANZA BANK HLDG | SE |
NATWEST GROUP | GB |
AGL Energy Ltd. | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$705.65
+5.86
1Y Return
19.55%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€553.75
+6.07
1Y Return
14.12%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$476.62
+5.00
1Y Return
23.18%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€5500.5
+93.81
1Y Return
16.80%
1Y Volatility
0.14%
DAX - EUR (Total Return)
€22612.02
+463.99
1Y Return
33.44%
1Y Volatility
0.13%