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
311.67
-10.24 (-3.18%)
As of CET
Week to Week Change
-3.57%
52 Week Change
-1.21%
Year to Date Change
-12.31%
Daily Low
311.66
Daily High
318.29
52 Week Low
288.95 — 8 Apr 2025
52 Week High
379.96 — 22 Nov 2024
Top 10 Components
| AT&T Inc. | US |
| Philip Morris International In | US |
| ESSEX PROPERTY TST. | US |
| Xcel Energy Inc. | US |
| NUTRIEN | CA |
| KINDER MORGAN | US |
| Dominion Energy | US |
| Digital Realty Trust Inc. | US |
| EXTRA SPACE STORAGE | US |
| PNC Financial Services Group I | US |
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Low
High
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