INDEX
34.05 %
12 months
The Brompton Index One International Cash Flow Kings index is designed to track the performance of companies exhibiting superior free cash flow relative to their peers in the International 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 International Cash Flow Kings |
| Stage | live |
| Calculation Frequency | eod |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2024-02-29 21:00:00 |
| End Time | |
| Created At | 2024-07-12 11:53:17 |
| Base Currency | CAD |
| Weighting Constraints | None |
| Adjustments | Dividend Split |
5.69 %
4.30 %
4.18 %
3.99 %
3.97 %
3.92 %
3.83 %
3.62 %
3.52 %
3.46 %
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | 0.82% | 2.15% | 34.43% |
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | 11.70 | 3.84 | 2.38 |
| volatility | 4.52% | 7.69% | 14.71% |