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
ISMGMVR
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0389351906
Last Value
803.09
+3.22 (+0.40%)
As of
CETWeek to Week Change
-1.27%
52 Week Change
14.27%
Year to Date Change
1.51%
Daily Low
793.17
Daily High
808.25
52 Week Low
702.8 — 11 Mar 2024
52 Week High
814.89 — 13 Nov 2024
Top 10 Components
McKesson Corp. | US |
Coca-Cola Co. | US |
T-Mobile US Inc | US |
Cencora | US |
Kimberly-Clark Corp. | US |
Altria Group Inc. | US |
MONDELEZ | US |
Waste Management Inc. | US |
Progressive Corp. | US |
Procter & Gamble Co. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$369.39
+1.72
1Y Return
4.11%
1Y Volatility
0.23%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1675.48
+22.15
1Y Return
1.62%
1Y Volatility
0.12%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€260.2
+2.77
1Y Return
14.45%
1Y Volatility
0.13%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€482.81348
-0.71
1Y Return
-3.37%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$676
+0.23
1Y Return
12.05%
1Y Volatility
0.08%