JPX-Nikkei 400 Net Total Return CHF Hedged Index

28,675.00
-0.69% -200.32 Jun/12/2024(Close)

Overview

The JPX-Nikkei 400 Net Total Return CHF Hedged Index is one of the indices which consists of the "JPX-Nikkei 400 Currency Hedged Index" and the index measures the return of the JPX-Nikkei 400 Net Total Return Index achieved by fully hedging its currency risk for investors outside Japan i.e. non-Yen, CHF-based investors. In addition to the JPX-Nikkei 400 Net Total Return CHF Hedged Index calculated by using a monthly hedging method, the JPX-Nikkei 400 Net Total Return Daily CHF Hedged Index is also calculated by using a daily hedging method.

  • Chart
    JPX-Nikkei 400 Net Total Return CHF Hedged Index
  • Underlying index
    JPX-Nikkei 400 Net Total Return Index
  • Calculation Method
    • Daily return of the index is calculated by the combination of the following 2 returns: (1) The return of the Target Index i.e. JPX-Nikkei 400 Net Total Return Index in foreign currency, which is the return accruing from an unhedged Target index investment to an investor whose home currency is not JPY, (2) The return from the hedge, calculated by a linear interpolation of spot and forward prices.
    • This index apply a hedge ratio is 100%.
    • Both monthly hedged index and daily hedged index are calculated.
  • Calculation frequency
    End-of-day basis
  • Commencement date
    May/25/2015
  • Inception date
    December/30/2008
  • Calculation base date
    August/30/2013 = 10,000