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
ISMGJMVV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389351914
Last Value
681.16
+0.33 (+0.05%)
As of CET
Week to Week Change
-1.40%
52 Week Change
10.05%
Year to Date Change
8.44%
Daily Low
681.16
Daily High
681.16
52 Week Low
618.98 — 25 Dec 2023
52 Week High
722.34 — 16 Sep 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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