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
SX5R10UG
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147233297
Bloomberg
SX5R10UG INDEX
Last Value
1,412.53
-8.42 (-0.59%)
As of
CETWeek to Week Change
-0.36%
52 Week Change
9.85%
Year to Date Change
6.76%
Daily Low
1408.41
Daily High
1416.86
52 Week Low
1205.257 — 3 Oct 2023
52 Week High
1461.068 — 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
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
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%