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Indices

STOXX® Americas 100 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
SAMR15DG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147254236
Bloomberg
SAMR15DG INDEX
Last Value
4,735.23 +46.95 (+1.00%)
As of 10:30 pm CET
Week to Week Change
0.99%
52 Week Change
36.16%
Year to Date Change
25.41%
Daily Low
4735.23
Daily High
4735.23
52 Week Low
3284.007927 Oct 2023
52 Week High
4888.99610 Jul 2024
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