Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® France 50 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
SFRR15EE
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0121751660
Bloomberg
SFRR15EE Index
Last Value
1,709.09 -0.82 (-0.05%)
As of 07:15 pm CET
Week to Week Change
-0.14%
52 Week Change
-1.52%
Year to Date Change
-1.35%
Daily Low
1709.09
Daily High
1709.09
52 Week Low
1646.6727 Nov 2024
52 Week High
1975.74215 May 2024
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • 3Y
  • 5Y
  • 10Y
  • All
Low
High