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
SX5R20UG
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147232497
Bloomberg
SX5R20UG INDEX
Last Value
1,865.9
-31.52 (-1.66%)
As of CET
Week to Week Change
-4.46%
52 Week Change
21.28%
Year to Date Change
21.48%
Daily Low
1849.59
Daily High
1885.72
52 Week Low
1520.09 — 3 Jan 2025
52 Week High
2029.2 — 12 Nov 2025
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Low
High
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