Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGJMVL
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0389351989
Last Value
380.19
+2.00 (+0.53%)
As of
CETWeek to Week Change
1.51%
52 Week Change
0.29%
Year to Date Change
4.19%
Daily Low
380.19
Daily High
380.19
52 Week Low
333.5 — 27 Oct 2023
52 Week High
380.3 — 28 Mar 2024
Top 10 Components
Colgate-Palmolive Co. | US |
Merck & Co. Inc. | US |
McKesson Corp. | US |
Procter & Gamble Co. | US |
Southern Co. | US |
Coca-Cola Co. | US |
Waste Management Inc. | US |
General Mills Inc. | US |
WALMART INC. | US |
PepsiCo Inc. | US |
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