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
ISMGJMVY
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0389352052
Last Value
509.47
-1.02 (-0.20%)
As of CET
Week to Week Change
1.02%
52 Week Change
19.33%
Year to Date Change
18.58%
Daily Low
508.76
Daily High
510.36
52 Week Low
424.17 — 28 Dec 2023
52 Week High
516.47 — 26 Nov 2024
Top 10 Components
| Boston Scientific Corp. | US |
| Kimberly-Clark Corp. | US |
| Duke Energy Corp. | US |
| Southern Co. | US |
| Coca-Cola Co. | US |
| Colgate-Palmolive Co. | US |
| Procter & Gamble Co. | US |
| WALMART INC. | US |
| Cencora | US |
| Altria Group Inc. | US |
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