Deutsche Börse calculates DAXplus strategy indexes for more countries

Deutsche Börse has launched four new DAXplus strategy indexes for Japan, the US, Switzerland and France. The indexes, dubbed DAXplus Minimum Variance and DAXplus Maximum Sharpe Ratio, are rule-based and track passive risk/return-optimised investment strategies.

ABN Amro is set to launch seven certificates on the new indexes for the US, Switzerland, Japan and Germany.

The Minimum Variance Approach is aimed at minimising portfolio variance, while the Maximum Sharpe Ratio Index maximises the Sharpe ratio. This performance indicator reflects the return of a portfolio, taking into account the risk potential of the equities it contains. The Sharpe ratio measures the extent to which the return on an investment exceeds the risk-free interest rate and the

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