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
SX5R20UN
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147236647
Bloomberg
SX5R20UN INDEX
Last Value
361.49
-0.32 (-0.09%)
As of CET
Week to Week Change
-2.15%
52 Week Change
20.83%
Year to Date Change
4.90%
Daily Low
361.4
Daily High
365.1
52 Week Low
265.3561 — 7 Apr 2025
52 Week High
370.44 — 9 Feb 2026
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Low
High
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