Performance & Volatility
Last valuation date : 12-04-2019
Risk / Return from 01-03-2001
All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.
The key elements of the index methodology are available upon demand.
The Index is comprised of 50 European stocks, which are selected within the components of the STOXX® Europe 600 index and then filtered (Ethical, Carbon, Climate Scoring and Financial filters). The stocks are chosen for the dynamism of their strategy and performance related to climate, in a systematic risk framework. The index is compiled according to a systematic risk framework with the aim of minimizing variance in the portfolio of stocks comprising the index.
To lower volatility and increase its suitability for structured products, specific weighting rules are applied to the selection of shares in order to guarantee an appropriate diversification: the maximum weighting per share should not pass 10%, each sector should be represented by max 8 shares, each geographical area should be represented with max. 40% per country.