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Indices

STOXX® Pacific 50 Risk Control 20% 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
SPR20EG
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0147240896
Bloomberg ID
BBG002VJNS57
Last Value
1,886.28 +17.59 (+0.94%)
As of 07:15 pm CET
Week to Week Change
1.05%
52 Week Change
15.66%
Year to Date Change
3.99%
Daily Low
1886.28
Daily High
1886.28
52 Week Low
1474.667931 Oct 2023
52 Week High
1894.287 May 2024
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