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
SAUR10EG
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0147240946
Bloomberg ID
BBG002VJNQC3
Last Value
1,631.37
+4.38 (+0.27%)
As of
CETWeek to Week Change
0.25%
52 Week Change
1.69%
Year to Date Change
-0.65%
Daily Low
1631.37
Daily High
1631.37
52 Week Low
1475.689 — 31 Oct 2023
52 Week High
1643.83 — 31 Jan 2024
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€167.49
+0.55
1Y Return
-0.79%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR
€241.54
-0.35
1Y Return
-3.30%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€133.93
-1.21
1Y Return
-0.99%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR
€168.74
-0.95
1Y Return
-3.75%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€15.1077
-0.16
1Y Return
-26.55%
1Y Volatility
0.85%