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
SAW1MVR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138189
Bloomberg
SAW1MVR Index
Last Value
398.47
-0.14 (-0.04%)
As of CET
Week to Week Change
1.39%
52 Week Change
19.47%
Year to Date Change
16.85%
Daily Low
398.47
Daily High
398.47
52 Week Low
325.4 — 27 Oct 2023
52 Week High
398.61 — 30 Aug 2024
Top 10 Components
| ARTHUR J GALLAGHER | US |
| HENKEL PREF | DE |
| Costco Wholesale Corp. | US |
| Colgate-Palmolive Co. | US |
| SWISSCOM | CH |
| Marsh & McLennan Cos. | US |
| WALMART INC. | US |
| Canon Inc. | JP |
| LEIDOS HOLDINGS | US |
| Oversea-Chinese Banking Corp. | SG |
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