Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 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
SXNSRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111867
Last Value
599.57
+3.46 (+0.58%)
As of CET
Daily Low
599.57
Daily High
599.57
Top 10 Components
| KINDER MORGAN | US |
| Manulife Financial Corp. | CA |
| Williams Cos. | US |
| AT&T Inc. | US |
| Simon Property Group Inc. | US |
| State Street Corp. | US |
| ESSEX PROPERTY TST. | US |
| Kimco Realty Corp. | US |
| ONEOK Inc. | US |
| Public Storage | US |
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Low
High
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