Summary
The STOXX Asia/Pacific Sharpe Ratio 50 index includes stocks from the STOXX Asia/Pacific 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
SXASRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269118946
Last Value
374.3
+1.03 (+0.28%)
As of
CETWeek to Week Change
2.13%
52 Week Change
4.62%
Year to Date Change
-3.70%
Daily Low
374.3
Daily High
374.3
52 Week Low
330.11 — 31 May 2023
52 Week High
392.76 — 28 Dec 2023
Top 10 Components
WH GROUP | HK |
KEPPEL | SG |
JB Hi-Fi Ltd. | AU |
Rio Tinto Ltd. | AU |
JAPAN HOTEL REIT INV. | JP |
Sumitomo Chemical Co. Ltd. | JP |
CK INFRASTRUCTURE HOLDINGS | HK |
INVINCIBLE INVESTMENT | JP |
VENTIA SERVICES GROUP | AU |
JAPAN POST HOLDINGS | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€308.46
+1.40
1Y Return
11.64%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€676.88
-4.57
1Y Return
30.97%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$354.95
+0.20
1Y Return
33.86%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.6
-1.20
1Y Return
5.36%
1Y Volatility
0.12%