Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1UNGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180139336
Bloomberg
SAW1UNGR Index
Last Value
303.51
-0.29 (-0.10%)
As of CET
Week to Week Change
-0.46%
52 Week Change
13.03%
Year to Date Change
11.44%
Daily Low
303.51
Daily High
303.51
52 Week Low
259.02 — 23 Oct 2023
52 Week High
306.36 — 16 Sep 2024
Top 10 Components
| HENKEL PREF | DE |
| Colgate-Palmolive Co. | US |
| Oversea-Chinese Banking Corp. | SG |
| Singapore Telecommunications L | SG |
| POWER ASSETS HOLDINGS LTD | HK |
| Church & Dwight Co. | US |
| Kimberly-Clark Corp. | US |
| Procter & Gamble Co. | US |
| SWISSCOM | CH |
| Cencora | US |
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