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%, 12%, 15% and 20% respectively. 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.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5R5EN
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147246620
Bloomberg
SX5R5EN INDEX
Last Value
179.54
+0.35 (+0.20%)
As of CET
Week to Week Change
-0.23%
52 Week Change
11.43%
Year to Date Change
6.62%
Daily Low
179.1
Daily High
179.76
52 Week Low
160.3409 — 27 Oct 2023
52 Week High
181.0089 — 6 Jun 2024
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Low
High
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