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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EUR (Excess Return)
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Symbol | LCXR20EE |
Calculation | End-of-day |
Dissemination period | 18:00 CET-18:00 CET |
ISIN | CH0212278458 |
Bloomberg ID | BBG004LTDQG5 |
Free Float Mcap | --- |
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** Chart displays Closing High and Closing Low