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
ISMGMVT
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389327724
Bloomberg
ISMGMVT INDEX
Last Value
838.56
-12.54 (-1.47%)
As of
CETWeek to Week Change
-3.65%
52 Week Change
16.69%
Year to Date Change
16.51%
Daily Low
838.01
Daily High
852.58
52 Week Low
697.0599 — 5 Oct 2023
52 Week High
881.44 — 10 Jul 2024
Top 10 Components
WALMART INC. | US |
Colgate-Palmolive Co. | US |
Coca-Cola Co. | US |
T-Mobile US Inc | US |
Republic Services Inc. | US |
General Mills Inc. | US |
Kimberly-Clark Corp. | US |
Procter & Gamble Co. | US |
Johnson & Johnson | US |
Cencora | US |
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