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
SESR20DG
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0147254004
Bloomberg
SESR20DG INDEX
Last Value
1,374.89
-25.60 (-1.83%)
As of
CETWeek to Week Change
0.35%
52 Week Change
41.26%
Year to Date Change
20.45%
Daily Low
1374.89
Daily High
1374.89
52 Week Low
941.955 — 26 Oct 2023
52 Week High
1449.599 — 27 Sep 2024
Zoom
Low
High
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