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Indices

STOXX® USA 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%.


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Symbol
SUSR15EG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147246372
Bloomberg ID
BBG002VJNSN7
Last Value
6,025.11 +37.39 (+0.62%)
As of 10:30 pm CET
Week to Week Change
0.96%
52 Week Change
34.64%
Year to Date Change
18.91%
Daily Low
6025.11
Daily High
6025.11
52 Week Low
4474.91925 May 2023
52 Week High
6025.1124 May 2024
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