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Indices

STOXX® Latin America 50 Risk Control 10% 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
SLR10EE
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0121749284
Bloomberg
SLR10EE Index
Last Value
835.68 -7.69 (-0.91%)
As of 10:30 pm CET
Week to Week Change
-0.11%
52 Week Change
-5.51%
Year to Date Change
-11.79%
Daily Low
835.68
Daily High
835.68
52 Week Low
810.155 Aug 2024
52 Week High
952.439829 Dec 2023
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