S-Factor Health & Safety US 100 Index
INDEX
5.82 %
12 months
SPY
11.20 %
12 months
2025-06-23 20:00:00 UTC
3421.75
0.74%
Top 100 US companies ranked by S-Factor Health & Safety metrics.
| Name | S-Factor Health & Safety US 100 Index |
| Stage | live |
| Calculation Frequency | eod |
| Bloomberg Ticker | |
| FIGI | |
| Start Time | 2015-01-01 21:00:00 |
| End Time | |
| Created At | 2023-03-12 02:12:13 |
7.24 %
5.08 %
2.01 %
1.96 %
1.82 %
1.73 %
1.62 %
1.48 %
1.43 %
1.38 %
Top 10 Constituents
Top 10 Industries
Returns
| 7d | 30d | ytd | |
|---|---|---|---|
| returns | -0.47% | 2.29% | 3.60% |
Risk
| 7d | 30d | ytd | |
|---|---|---|---|
| sharpe | -3.26 | 2.68 | 0.36 |
| volatility | 6.63% | 11.42% | 21.69% |
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