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
ISMGJMVP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389352078
Last Value
383
+0.46 (+0.12%)
As of CET
Week to Week Change
-0.38%
52 Week Change
14.21%
Year to Date Change
11.85%
Daily Low
383
Daily High
383
52 Week Low
334.6 — 27 Dec 2023
52 Week High
397.92 — 2 Dec 2024
Top 10 Components
| Kimberly-Clark Corp. | US |
| Southern Co. | US |
| Duke Energy Corp. | US |
| Boston Scientific Corp. | US |
| Coca-Cola Co. | US |
| Colgate-Palmolive Co. | US |
| Procter & Gamble Co. | US |
| Cencora | US |
| Altria Group Inc. | US |
| WALMART INC. | US |
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