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
SX5R10EN
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147246570
Bloomberg
SX5R10EN INDEX
Last Value
209.27
-0.05 (-0.02%)
As of
CETWeek to Week Change
0.65%
52 Week Change
18.28%
Year to Date Change
10.14%
Daily Low
208.79
Daily High
210.02
52 Week Low
173.5712 — 27 Oct 2023
52 Week High
215.764 — 15 May 2024
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$673.33
+4.01
1Y Return
30.07%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€518.56
+2.27
1Y Return
16.55%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$444.55
+4.15
1Y Return
34.25%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$537.72
+4.98
1Y Return
35.85%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$209.26
-1.45
1Y Return
23.49%
1Y Volatility
0.19%