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
ISMGMVR
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389351906
Last Value
746.88
+0.87 (+0.12%)
As of
CETWeek to Week Change
3.43%
52 Week Change
13.82%
Year to Date Change
15.07%
Daily Low
742.03
Daily High
747.68
52 Week Low
629.46 — 5 Oct 2023
52 Week High
792.4 — 10 Jul 2024
Top 10 Components
T-Mobile US Inc | US |
Coca-Cola Co. | US |
WALMART INC. | US |
Colgate-Palmolive Co. | US |
Republic Services Inc. | US |
Kimberly-Clark Corp. | US |
Waste Management Inc. | US |
Johnson & Johnson | US |
Cencora | US |
General Dynamics Corp. | US |
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