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
ISMGJMVR
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389352102
Last Value
856.11
+0.16 (+0.02%)
As of
CETWeek to Week Change
3.29%
52 Week Change
18.12%
Year to Date Change
15.75%
Daily Low
855.99
Daily High
856.36
52 Week Low
706.55 — 1 Jun 2023
52 Week High
856.18 — 15 May 2024
Top 10 Components
Colgate-Palmolive Co. | US |
Merck & Co. Inc. | US |
Southern Co. | US |
McKesson Corp. | US |
Procter & Gamble Co. | US |
Coca-Cola Co. | US |
General Mills Inc. | US |
Waste Management Inc. | US |
WALMART INC. | US |
PepsiCo Inc. | US |
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