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
ISMGJMVY
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389352052
Last Value
484.99
+0.65 (+0.13%)
As of
CETWeek to Week Change
1.48%
52 Week Change
11.72%
Year to Date Change
12.88%
Daily Low
484.83
Daily High
485.35
52 Week Low
413.9 — 27 Oct 2023
52 Week High
487.75 — 29 Apr 2024
Top 10 Components
Colgate-Palmolive Co. | US |
Merck & Co. Inc. | US |
Procter & Gamble Co. | US |
General Mills Inc. | US |
McKesson Corp. | US |
Coca-Cola Co. | US |
Waste Management Inc. | US |
Southern Co. | US |
WALMART INC. | US |
Cencora | US |
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