Summary
The EURO iSTOXX® 50 Futures Roll TR KRW Hedged (Monthly) Index replicates the returns of hypothetical strategy Total Return of a series of long position EURO STOXX 50 futures contracts traded on Eurex (SX5E) with a monthly currency hedge where the reset of the hedge notional occurs on a monthly basis. At each rebalancing date, the index will enter into a one-month foreign exchange forward contract to sell EUR and buy KRW at a predefined exchange rate.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
IX5FTKH
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0596712171
Bloomberg ID
BBG00Z4H1589
Last Value
3,177.43
-16.06 (-0.50%)
As of
CETWeek to Week Change
-2.15%
52 Week Change
16.88%
Year to Date Change
9.53%
Daily Low
3177.432
Daily High
3177.432
52 Week Low
2575.6729 — 27 Oct 2023
52 Week High
3280.885 — 28 Mar 2024
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$329.42
-0.13
1Y Return
46.03%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1601.72
-5.44
1Y Return
13.79%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€227.51
+1.10
1Y Return
11.72%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€493.27533
-2.86
1Y Return
14.44%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$594.22
+0.91
1Y Return
0.73%
1Y Volatility
0.08%