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
ISMGMVN
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389351930
Last Value
604.27
-0.14 (-0.02%)
As of CET
Week to Week Change
0.60%
52 Week Change
19.59%
Year to Date Change
16.82%
Daily Low
604.27
Daily High
604.27
52 Week Low
503.57 — 27 Dec 2023
52 Week High
627.08 — 2 Dec 2024
Top 10 Components
| Cencora | US |
| McKesson Corp. | US |
| Coca-Cola Co. | US |
| Waste Management Inc. | US |
| WALMART INC. | US |
| Kimberly-Clark Corp. | US |
| Northrop Grumman Corp. | US |
| Colgate-Palmolive Co. | US |
| MOTOROLA SOLUTIONS INC. | US |
| Procter & Gamble Co. | US |
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