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Indices

STOXX® Latin America 50 Risk Control 5% 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%.


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Symbol
SLR5DG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147247685
Bloomberg ID
BBG002VJNVJ5
Last Value
1,083.91 +0.43 (+0.04%)
As of 10:30 pm CET
Week to Week Change
-0.08%
52 Week Change
6.44%
Year to Date Change
0.27%
Daily Low
1083.91
Daily High
1083.91
52 Week Low
1006.95431 May 2023
52 Week High
1093.59 Apr 2024
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