• Home
  • News
  • Market Data
  • Participants
  • Issuers
  • Investors
  • Education
  • Profile

Cookie notification

Our website uses cookies. This enables us to optimize your user experience. By continuing to use our website, you agree to this. To find out more, please see our Privacy Policy.


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).

Legal notice

SMI Risk Control Indices is a registered trademark of the SIX Swiss Exchange. Licensing is subject to a fee.