Statistics
Performance, risk and characteristics of the Index, computed from its own record and its own constituents. All figures are restated after each official close.
Figures before the launch date of 19 September 2026 are drawn from the back-calculated record.
I — Performance
Total return in US dollars to the last official close. Periods of one year or more are also shown annualised.
| Period | From | Level then | Cumulative | Annualised |
|---|
Growth of 1,000 at the base
II — Calendar years
Index return in each calendar year, measured close to close. The current year is incomplete and is marked accordingly.
Annual total return in US dollars.
III — Risk
Volatility is the annualised standard deviation of monthly returns. The Sharpe ratio measures return above three-month US Treasury bills per unit of that volatility, using the bill yield actually observed over each window.
| Window | Annualised | Volatility | Sharpe | Cash yield | Deepest fall | Best month | Worst month | Months up |
|---|
Monthly observations. Drawdowns here are measured month-end to month-end, so they are shallower than the daily figures on the History page.
IV — Characteristics
Valuation figures are aggregates: total index value over the total earnings, and over the total book value, of the constituents reporting them. The dividend yield is total dividends paid over total index value; constituents that pay no dividend contribute zero to the numerator.
Share of the Index accounted for by its largest constituents, and the effective number of constituents implied by the weight distribution.
Cumulative weight by rank
Every constituent, largest to smallest.