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
SX5R5EG
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147241324
Bloomberg
SX5R5EG INDEX
Last Value
1,297.71
+1.83 (+0.14%)
As of
CETWeek to Week Change
0.24%
52 Week Change
10.05%
Year to Date Change
6.19%
Daily Low
1296.17
Daily High
1298.4
52 Week Low
1163.371 — 27 Oct 2023
52 Week High
1317.262 — 6 Jun 2024
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.61%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.67%
1Y Volatility
0.13%
STOXX® North America 600
$526.93
+5.35
1Y Return
27.36%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600
$208.14
+1.16
1Y Return
16.73%
1Y Volatility
0.18%