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
SAAMUNGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180139286
Bloomberg
SAAMUNGR Index
Last Value
457.33
+1.40 (+0.31%)
As of CET
Week to Week Change
-2.35%
52 Week Change
22.61%
Year to Date Change
18.20%
Daily Low
457.33
Daily High
457.33
52 Week Low
373 — 20 Dec 2023
52 Week High
482.08 — 22 Nov 2024
Top 10 Components
| Johnson & Johnson | US |
| Costco Wholesale Corp. | US |
| T-Mobile US Inc | US |
| Colgate-Palmolive Co. | US |
| Cencora | US |
| Keurig Dr Pepper | US |
| PepsiCo Inc. | US |
| Procter & Gamble Co. | US |
| Royal Bank of Canada | CA |
| Enbridge Inc. | CA |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.95%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.15%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$338.77
+1.94
1Y Return
18.31%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10755.69
+14.19
1Y Return
18.72%
1Y Volatility
0.11%