Summary
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.
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.
Details
Symbol
SA1AMVR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138221
Last Value
207.58
-1.76 (-0.84%)
As of CET
Week to Week Change
-2.32%
52 Week Change
10.85%
Year to Date Change
7.46%
Daily Low
207.58
Daily High
207.58
52 Week Low
184.26 — 18 Jan 2024
52 Week High
214.15 — 3 Dec 2024
Top 10 Components
| MEDIBANK PRIVATE | AU |
| TELSTRA GROUP | AU |
| Origin Energy Ltd. | AU |
| Insurance Australia Group Ltd. | AU |
| Transurban Group | AU |
| Coles Group | AU |
| Computershare Ltd. | AU |
| Bendigo & Adelaide Bank Ltd. | AU |
| CSL Ltd. | AU |
| Rio Tinto Ltd. | AU |
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