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Indices

EURO STOXX® 50 Multi-Asset Momentum 15% Risk Cap

Summary

Note: Dissemination of the index is suspended.

This new cross-asset concept represents a dynamic allocation of equities and corporate bonds within the EURO STOXX 50® universe, based on market momentum and pre-defined maximum risk levels. The weightings of equities and bonds within the index are governed by the momentum factor that dynamically allocates the exposure to each asset class. Subsequently, the pre-defined volatility cap ensures risk limits on the final portfolio.  

In order to account for varying risk thresholds of investors, the indices are available in five versions with risk caps set at 5%, 7,5%, 10%, 15% and 20%.

Each index version delivers superior performance compared to stand-alone investments into either the EURO STOXX 50 or the EURO STOXX 50 Corporate Bonds index. The combination of momentum with a risk ceiling enables investors to generate better results while remaining below their target risk threshold.  

 

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
SX5M15PI
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
DE000A2BLFU6
Last Value
104.53 +0.12 (+0.12%)
As of 07:15 pm CET
52 Week Change
-0.45%
Year to Date Change
7.27%
Daily Low
103.15
Daily High
103.7327
52 Week Low
94.704521 Oct 2022
52 Week High
106.610129 Mar 2022
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