About the SMI Risk Control Indices
A target volatility concept is applied to the SMI (TR) index (CH0000222130). Whereas the risk profile of the SMI (TR) index is the uncontrolled outcome of the existing market-cap weighted index concept, the Risk Control index controls for risk by aiming for a target volatility of 5% (10%, 15%, 20%). In order to control for risk, the index shifts between a risk free money market investment (measured via SARON) and a risky part (measured by the SMI (TR) index).
Launched on 1 Jun 2012
History available since 16 May 2000
Key Product Information
See All Available Documents
For historical index data, visit our closed user group site.
All Indices Calculated by SIX
SIX currently provides over 1500 indices and we are continuously expanding our offer.