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
SGXYMVP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0224474467
Last Value
455.38
+3.55 (+0.79%)
As of
CETWeek to Week Change
-2.11%
52 Week Change
21.65%
Year to Date Change
18.49%
Daily Low
455.38
Daily High
455.38
52 Week Low
364.79 — 27 Oct 2023
52 Week High
471.07 — 10 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
SS&C TECHNOLOGIES HOLDING | US |
SWISSCOM | CH |
Amgen Inc. | US |
Oversea-Chinese Banking Corp. | SG |
GARTNER 'A' | US |
Procter & Gamble Co. | US |
PTC INC | US |
LABCORP HOLDINGS | US |
International Business Machine | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€170.66
+0.81
1Y Return
2.79%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR
€244.63
+1.44
1Y Return
-1.06%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€132.96
+0.80
1Y Return
2.28%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR
€170.2
+0.99
1Y Return
2.28%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€16.1458
-0.78
1Y Return
7.89%
1Y Volatility
0.80%