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.
Details
Symbol
SX5R20UE
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147237462
Bloomberg
SX5R20UE INDEX
Last Value
213.98
-2.63 (-1.21%)
As of CET
Week to Week Change
-2.56%
52 Week Change
3.00%
Year to Date Change
-7.34%
Daily Low
213.98
Daily High
219.4
52 Week Low
180.5234 — 7 Apr 2025
52 Week High
250.82 — 25 Feb 2026
Zoom
Low
High
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