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
ISMGJMVU
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389352060
Last Value
853.2
+7.99 (+0.95%)
As of CET
Daily Low
853.2
Daily High
853.2
Top 10 Components
| Cencora | US |
| McKesson Corp. | US |
| Coca-Cola Co. | US |
| NESTLE | CH |
| Colgate-Palmolive Co. | US |
| Waste Management Inc. | US |
| Duke Energy Corp. | US |
| Southern Co. | US |
| Altria Group Inc. | US |
| Procter & Gamble Co. | US |
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