Deutsche Börse calculates DAXplus strategy indexes for more countries

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 vo

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: