garnet-model
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fotios ks
fotios ksI want to build a model that created financial indexes
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SK
Sarah K.
Financial Analyst
GBR Tech Growth Index
GBTGI · GB Region ·EquityLive
Index Value4,812.34
1D Change+1.84%
YTD Return+14.2%
Constituents42
Market Cap£2.3T
Last Updated09:31 GMT
Performance
GBR Tech Growth Index
FTSE 100 Benchmark
Index Constituents
| Ticker | Company | Sector | Weight | Price | 1D Change | Mkt Cap |
|---|---|---|---|---|---|---|
| ARM | Arm Holdings plc | Semiconductors | £94.20 | +2.31% | £96.8B | |
| SAGE | Sage Group plc | Enterprise SW | £11.54 | +1.12% | £11.9B | |
| AUTO | Auto Trader Group | Online Mkts | £7.82 | +0.78% | £7.5B | |
| EXPN | Experian plc | Data Analytics | £36.10 | -0.44% | £33.1B | |
| MNDI | Mondi plc | Industrials | £14.62 | +0.55% | £5.9B |
Showing 1–5 of 7
Historical Returns
1W+1.84%vs +0.62% bench
1M+4.27%vs +2.11% bench
3M+9.53%vs +5.34% bench
6M+11.8%vs +6.87% bench
YTD+14.2%vs +8.13% bench
1Y+22.6%vs +11.4% bench
3Y+48.3%vs +27.9% bench
All+81.2%Since inception
Risk Metrics
Sharpe Ratio
1.84
Risk-adjusted return (>1 is strong)
Beta
1.12
vs FTSE 100 benchmark
Max Drawdown
-14.3%
12-month rolling
Volatility (1Y)
16.4%
Annualised std. deviation
Market Cap Exposure
UK Large Cap
72%
UK Mid Cap
21%
Intl Equity
7%
Index Details
Index TypeEquity
GeographyUnited Kingdom
CurrencyGBP (£)
WeightingMarket Cap
RebalanceQuarterly
Inception14 Jan 2020
Created bySarah K.
StatusActive
Sector Breakdown
Technology38%
Financials22%
Healthcare14%
Industrials12%
Consumer9%
Other5%
Index Tags
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