Summary
The STOXX Risk Control indices are designed to control the risk profile of their underlying STOXX indices. The STOXX Risk Control indices reflect a target volatility strategy that targets a predefined volatility level: 5%, 10%, 15% and 20%. The indices therefore shift between a risk-free money market investment (measured by the applicable overnight rate) and a risky portfolio (measured by the underlying STOXX Index). The allocations of each STOXX Risk Control Index are determined on the basis of the estimated volatility of the underlying index. The family consists of two types of indices. Whereas the STOXX Risk Control Indices usually have a leverage factor of 150%, for the STOXX Europe Large 200 Risk Control indices, the maximum portion investable into the risky portfolio is 100%
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Details
Symbol
SGR20EG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147246471
Bloomberg
SGR5EG INDEX
Last Value
6,599.61
-23.18 (-0.35%)
As of
CETWeek to Week Change
1.84%
52 Week Change
37.62%
Year to Date Change
23.21%
Daily Low
6599.61
Daily High
6599.61
52 Week Low
4604.16 — 27 Oct 2023
52 Week High
7233.47 — 10 Jul 2024
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Low
High
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