Summary
The STOXX Risk Control indices are designed to control the risk profile of their underlying STOXX indices. The STOXX Risk Control indices reflect a target volatility strategy that targets a predefined volatility level: 5%, 10%, 12%, 15% and 20% respectively. The indices therefore shift between a risk-free money market investment (measured by the applicable overnight rate) and a risky portfolio (measured by the underlying STOXX Index). The allocations of each STOXX Risk Control Index are determined on the basis of the estimated volatility of the underlying index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5R5UN
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147236753
Bloomberg
SX5R5UN INDEX
Last Value
192.36
-0.51 (-0.26%)
As of CET
Week to Week Change
-1.16%
52 Week Change
11.48%
Year to Date Change
5.96%
Daily Low
192.2
Daily High
192.84
52 Week Low
172.5585 — 4 Oct 2023
52 Week High
194.62 — 27 Sep 2024
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Low
High
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