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%
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SGR5DG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147246612
Bloomberg
SGR10DG INDEX
Last Value
1,923.29
+4.61 (+0.24%)
As of CET
Week to Week Change
0.45%
52 Week Change
14.38%
Year to Date Change
12.29%
Daily Low
1923.29
Daily High
1923.29
52 Week Low
1680.681 — 6 Dec 2023
52 Week High
1923.29 — 2 Dec 2024
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Low
High
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