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

  • Methodology Rulebook for SMI Risk Control Indices

    Get all the information on the methodology used for SMI Risk Control Indices

    Open document

Daily Performance

 
  • Index Business Support Team

    Contact the Index Business Support Team to discuss how you can use the Swiss Indices to support your investment strategy or for any queries related to licensing or permissioning of index data.

    • +41 58 399 2600
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  • Swiss Index Technical Support

    Contact us for any technical questions related to Swiss Indices. We are happy to help you from 8:00 am to 6:30 pm CET on trading days.
     

    • +41 58 399 2229
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Legal notice: SMI Risk Control Indices is a registered trademark of the SIX Swiss Exchange. Licensing is subject to a fee.