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The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?

Jul. 08, 2020

Speaker : Melissa R. Brown, CFA , Managing Director, Applied Research, Qontigo

Jul. 08, 2020 Speaker : Melissa R. Brown, CFA

The STOXX® Europe 600 Paris-Aligned Benchmark Index was launched in June 2020. In backtested data since March 2018, we find that the strategy has offered a higher return and lower volatility versus its benchmark. This paper drills down into some of the factors driving those results.

 

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Anand Venkataraman, CFA, Head of Product Management, Ladi Williams, Product Manager – Index, Qontigo Sep. 21, 2020
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