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
ISMGMVY
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0389352029
Last Value
454.51
-9.42 (-2.03%)
As of
CETWeek to Week Change
-0.40%
52 Week Change
15.78%
Year to Date Change
16.08%
Daily Low
453.51
Daily High
462.45
52 Week Low
381.19 — 5 Oct 2023
52 Week High
472.45 — 10 Jul 2024
Top 10 Components
McKesson Corp. | US |
T-Mobile US Inc | US |
Waste Management Inc. | US |
WALMART INC. | US |
Cencora | US |
Northrop Grumman Corp. | US |
Lockheed Martin Corp. | US |
General Dynamics Corp. | US |
Procter & Gamble Co. | US |
Kimberly-Clark Corp. | US |
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