Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® Latin America 50 Risk Control 15% RV

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.

Symbol
SLR15DG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147247636
Bloomberg
SLR15DG INDEX
Last Value
792.88 -3.48 (-0.44%)
As of 10:30 pm CET
Week to Week Change
1.97%
52 Week Change
0.03%
Year to Date Change
-9.69%
Daily Low
792.88
Daily High
792.88
52 Week Low
733.335 Aug 2024
52 Week High
891.097428 Dec 2023
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High