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
SXNSRP
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269069750
Bloomberg
SXNSRP INDEX
Last Value
347.43
-1.89 (-0.54%)
As of CET
Week to Week Change
-2.99%
52 Week Change
15.79%
Year to Date Change
14.27%
Daily Low
346.84
Daily High
348.42
52 Week Low
290.65 — 13 Feb 2024
52 Week High
379.96 — 22 Nov 2024
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 |
Zoom
Low
High
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