EURO STOXX® 50 Multi-Asset Momentum 20% Risk Cap
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.
|Dissemination period||09:00 CET-19:15 CET|
|Free Float Mcap||---|
|Daily change (absolute)|
|Week to week change|
|52 week change|
|Year to date change|
|52 week low|
|52 week high|