Summary
The STOXX Risk Control indices aim to create a portfolio, consisting in a mix of the underlying index and a cash component, whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index, as compared to the risk level targeted by the Risk Control index: the more the underlying index’ volatility exceeds the threshold, the higher the allocation to the cash component. All STOXX Risk Control indices utilize a measure of volatility in realized terms; the Risk Control indices on EURO STOXX® 50 are additionally available in an implied volatility version, where the measure of volatility is based on the VSTOXX® index. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%, with the exception of the STOXX Europe Large 200 Risk Control indices, for which the cap is set to 100%.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
LCXR20EE
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0212278458
Bloomberg ID
BBG004LTDQG5
Last Value
2,129.63
+8.59 (+0.40%)
As of
CETWeek to Week Change
-0.67%
52 Week Change
8.79%
Year to Date Change
6.24%
Daily Low
2129.63
Daily High
2129.63
52 Week Low
1823.621 — 27 Oct 2023
52 Week High
2157.324 — 28 Mar 2024
Zoom
Low
High
Featured indices
STOXX® Global 1800
$618.65
+1.28
1Y Return
19.70%
1Y Volatility
0.10%
STOXX® Europe 600
€514.02
+5.80
1Y Return
10.08%
1Y Volatility
0.10%
STOXX® USA 500
$400.1
+0.22
1Y Return
25.94%
1Y Volatility
0.12%
STOXX® Global Total Market
$309.46
+2.58
1Y Return
21.02%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9888.8
-6.08
1Y Return
20.82%
1Y Volatility
0.10%