The MEBI Maximum Sharpe Ratio L1 is a Mizuho-Eurekahedge Bespoke index that aims to maximize the expected Sharpe ratio under pre-determined assumptions, with its 4 constituent assets: Japanese bonds, US bonds, Japanese equities and US equities. The index is updated on a daily basis on business days in Tokyo and Singapore.
Copyright Eurekahedge 2005 - 2018, All Rights Reserved. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Eurekahedge is provided in your dissemination and/or reproduction. The information is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use, and neither Eurekahedge nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose.
Please enter your contact details to download the data