Summary
The STOXX® Minimum Variance Indices seek to represent the performance characteristics of a minimum variance strategy applied to a variety of STOXX® regional and country benchmark indices. The index composition is determined by minimizing the total portfolio risk subject to a set of constraints.
For most Minimum Variance Indices, STOXX offers two versions: a constrained version that limits deviations from the benchmark by imposing constraints on style and industry exposures, and an unconstrained version that allows larger deviations from the benchmark for a more optimal portfolio.
The STOXX Minimum Variance Indices are designed in cooperation with Axioma, a leading provider of risk management solutions.
The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
TSMC | TW |
SUN PHARMA INDUSTRIES | IN |
FPT Corp | VN |
Tata Consultancy Services Ltd | IN |
Chunghwa Telecom Co Ltd | TW |
SK TELECOM | KR |
Trent | IN |
Bank Central Asia Tbk PT | ID |
E.Sun Fhc | TW |
GAIL India Ltd | IN |