The S&P Europe Select Plus Custom Index ("Custom Index") is comprised of a number of European Equity UCITS (Undertaking in Collective Investments in Transferable Securities) funds that are selected to deliver an annual excess return within an established risk framework. The index methodology applies the Capital Asset Pricing Model to select an optimal mix of funds that will give rise to the best return and risk characteristics.
European registered funds that exhibit the following characteristics are included:
Fund Size – Greater than Euro 200 million
Weighting – A single fund must account between 5% and 20% of the overall portfolio. All small cap funds must account between 10% and 20%.
Exposure – Annual excess return must not exceed 10% at calendar year end
Index Governance and Policy
This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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