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Indices

STOXX® Global 200 Risk Control 5% RV

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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Symbol
SGR5EE
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0119595079
Bloomberg
SGR5EE Index
Last Value
1,611.17 +1.33 (+0.08%)
As of 10:30 pm CET
Week to Week Change
-0.01%
52 Week Change
8.20%
Year to Date Change
5.65%
Daily Low
1611.17
Daily High
1611.17
52 Week Low
1466.12527 Oct 2023
52 Week High
1659.6510 Jul 2024
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