The STOXX® China A 900 Minimum Variance Unconstrained AM (Accessible Market) Index represents a portfolio of the China A shares, which are accessible to foreign investors through the Northbound Trading segments of the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect programs. The index universe is the STOXX® China A 900 Minimum Variance Unconstrained Index.
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.
Index Guides, Benchmark statement, and other reports are available under the Data tab.