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%, 15% and 20%. 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. The family consists of two types of indices. Whereas the STOXX Risk Control Indices usually have a leverage factor of 150%, for the STOXX Europe Large 200 Risk Control indices, the maximum portion investable into the risky portfolio is 100%
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SGR20DG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0147247362
Bloomberg ID
BBG002VJNV05
Last Value
4,428.82
-2.76 (-0.06%)
As of CET
Week to Week Change
0.75%
52 Week Change
42.85%
Year to Date Change
16.42%
Daily Low
4298.82
Daily High
4298.82
52 Week Low
3060.2689 — 26 Apr 2023
52 Week High
4438.74 — 21 Mar 2024
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High
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