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
556.77
+6.88 (+1.25%)
As of CET
Week to Week Change
1.98%
52 Week Change
7.04%
Year to Date Change
-7.18%
Daily Low
556.77
Daily High
556.77
52 Week Low
520.15 — 18 Apr 2024
52 Week High
651.08 — 25 Nov 2024
Top 10 Components
| AT&T Inc. | US |
| Philip Morris International In | US |
| Xcel Energy Inc. | US |
| ESSEX PROPERTY TST. | US |
| KINDER MORGAN | US |
| Williams Cos. | US |
| Dominion Energy | US |
| HEALTHPEAK PROPERTIES | US |
| AMERICAN TOWER | US |
| NUTRIEN | CA |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$634.05
+1.33
1Y Return
6.94%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€506.42
-0.67
1Y Return
1.43%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$409.58
+0.77
1Y Return
6.94%
1Y Volatility
0.19%
EURO STOXX 50® - EUR (Price Return)
€4935.34
-31.16
1Y Return
0.35%
1Y Volatility
0.18%
DAX - EUR (Total Return)
€21205.86
-105.16
1Y Return
19.55%
1Y Volatility
0.18%