The S-Network Large/Mid-Cap Sharpe Ratio Index (TICKER: SNSHRP) is designed to include companies with high Sharpe Ratios. The methodology selects the five stocks in each of ten GICS sectors (excluding Real Estate) that make up the S-Network US Equity Large/Mid-Cap 1000 Index (SN1000) which have the highest Sharpe Ratio as of the last business day of the second month of each calendar quarter...
The S-Network US Equity Large/Mid-Cap 1000 Index (SN1000) serves as the universe for SNSHRP, which comprises a total of 50 stocks. Any stock included in SNSHRP must meet all of the screens needed to qualify for the US equity benchmark index...
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