INDEX
7.98 %
12 months
The Brompton Index One U.S. Cash Flow Kings index is designed to track the performance of companies exhibiting superior free cash flow yield relative to their peers in the U.S. market. The index coverage is based on a number of size, liquidity, and other eligibility factors to ensure that the index is investable.
Name | Brompton Index One U.S. Cash Flow Kings |
Stage | live |
Calculation Frequency | eod |
Bloomberg Ticker | |
FIGI | |
Start Time | 2013-11-29 21:00:00 |
End Time | |
Created At | 2024-06-03 10:35:28 |
4.39 %
4.31 %
4.09 %
4.05 %
3.99 %
3.99 %
3.98 %
3.86 %
3.81 %
3.72 %
7d | 30d | ytd | |
---|---|---|---|
returns | -0.06% | 1.90% | -3.87% |
7d | 30d | ytd | |
---|---|---|---|
sharpe | -0.23 | 1.94 | -0.31 |
volatility | 14.02% | 13.33% | 25.26% |