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SMI Risk Control Indices


 
 
 
 
 
 
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SRC5G
SRC10G
SRC15G
SRC20G

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.