Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 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
SXGSRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269119076
Last Value
391.91
+6.24 (+1.62%)
As of CET
Week to Week Change
3.19%
52 Week Change
14.60%
Year to Date Change
3.30%
Daily Low
391.91
Daily High
391.91
52 Week Low
314.74 — 31 May 2023
52 Week High
391.91 — 29 Apr 2024
Top 10 Components
| Pioneer Natural Resources Co. | US |
| NATWEST GROUP | GB |
| BANKINTER | ES |
| UNIPOL GRUPPO | IT |
| Suncor Energy Inc. | CA |
| VENTIA SERVICES GROUP | AU |
| DIAMONDBACK ENERGY | US |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| AGL Energy Ltd. | AU |
| OMV | AT |
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Low
High
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