Nikkei 225 Risk Control Index

Overview

The Nikkei 225 Risk Control Index is an index that controls the level of fluctuation i.e. volatility of the Nikkei 225 by making the volatility lower than the Nikkei 225’s volatility itself and keeping the level within the targeted level.The index is one of the indexes which consists of the "Nikkei Stock Average Strategy Index Series" and is calculated for market participants who want to stabilize the volatility of their investment than the volatility of the Nikkei 225.

• Chart
  
• Underlying index
  Nikkei 225
• Calculation Method
  • Index value on a day is calculated by multiplying the index value on the previous day by the daily return based on the change rate of Nikkei 225 on the current day and the Risk Control Factor.
  • The Risk Control factor is calculated based on the Nikkei Stock Average Volatility Index.
• Calculation frequency
  End-of-day basis
• Commencement date
  June/06/2011
• Inception date
  December/28/2001
• Calculation base date
  December/28/2001 ＝ 10,000