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
SA2CMVR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138197
Last Value
247.75
+0.33 (+0.13%)
As of
CETWeek to Week Change
0.09%
52 Week Change
23.89%
Year to Date Change
21.52%
Daily Low
247.75
Daily High
247.75
52 Week Low
199.12 — 20 Dec 2023
52 Week High
250.55 — 22 Nov 2024
Top 10 Components
Thomson Reuters Corp. | CA |
Sun Life Financial Inc. | CA |
INTACT FINANCIAL | CA |
DESCARTES SYSTEMS GROUP | CA |
WASTE CONNECTIONS | CA |
PEMBINA PIPELINE CORP | CA |
Enbridge Inc. | CA |
Royal Bank of Canada | CA |
Metro Inc. Cl A | CA |
KEYERA CORP | CA |
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