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
SGXUUNN
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0224473188
Last Value
245.72
-1.99 (-0.80%)
As of CET
Week to Week Change
-1.01%
52 Week Change
19.81%
Year to Date Change
10.75%
Daily Low
245.72
Daily High
245.72
52 Week Low
204.76 — 31 Oct 2023
52 Week High
254.53 — 16 Sep 2024
Top 10 Components
| SWISSCOM | CH |
| Singapore Telecommunications L | SG |
| Church & Dwight Co. | US |
| Oversea-Chinese Banking Corp. | SG |
| Kimberly-Clark Corp. | US |
| United Overseas Bank Ltd. | SG |
| Colgate-Palmolive Co. | US |
| CLP Holdings Ltd. | HK |
| Fortis Inc. | CA |
| NESTLE | CH |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€176.79
+0.45
1Y Return
12.50%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€249.23
+1.05
1Y Return
6.25%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€134.21
-0.52
1Y Return
8.57%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€171.74
-0.58
1Y Return
7.98%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.7768
+0.04
1Y Return
4.54%
1Y Volatility
0.98%