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Indices

STOXX® Latin America 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
SLR15EE
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0121749292
Bloomberg
SLR15EE Index
Last Value
739.29 -4.41 (-0.59%)
As of 10:30 pm CET
Week to Week Change
0.26%
52 Week Change
-9.09%
Year to Date Change
-15.88%
Daily Low
739.29
Daily High
739.29
52 Week Low
693.235 Aug 2024
52 Week High
885.940529 Dec 2023
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