Summary
The STOXX Risk Control indices are designed to control the risk profile of their underlying STOXX indices. The STOXX Risk Control indices reflect a target volatility strategy that targets a predefined volatility level: 5%, 10%, 15% and 20%. The indices therefore shift between a risk-free money market investment (measured by the applicable overnight rate) and a risky portfolio (measured by the underlying STOXX Index). The allocations of each STOXX Risk Control Index are determined on the basis of the estimated volatility of the underlying index. The family consists of two types of indices. Whereas the STOXX Risk Control Indices usually have a leverage factor of 150%, for the STOXX Europe Large 200 Risk Control indices, the maximum portion investable into the risky portfolio is 100%
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Details
Symbol
SGR5EE
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0119595079
Bloomberg
SGR5EE Index
Last Value
1,657.98
+6.67 (+0.40%)
As of CET
Daily Low
1657.98
Daily High
1657.98
Zoom
Low
High
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