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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).

Product Information

Downloads

Index information
DescriptionDownload
SMI Risk Control Indices Guide
Factsheet SMI Risk Control Indices
All indices calculated by SIX

Historical index data
DescriptionDownload
Historical closing prices SMI Risk Control Indices (Total Return)
Historical closing prices SMI Risk Control Indices (Excess Return)
Historical closing prices SMI Risk Control Parameters (Total Return)
Historical closing prices SMI Risk Control Parameters (Excess Return)

Legal notice

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