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
ISMGMVV
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0389351955
Last Value
639.61
+5.71 (+0.90%)
As of CET
Week to Week Change
2.32%
52 Week Change
22.74%
Year to Date Change
16.03%
Daily Low
633.64
Daily High
640.35
52 Week Low
521.09 — 9 Nov 2023
52 Week High
649.07 — 16 Sep 2024
Top 10 Components
| McKesson Corp. | US |
| T-Mobile US Inc | US |
| Waste Management Inc. | US |
| WALMART INC. | US |
| Cencora | US |
| Northrop Grumman Corp. | US |
| Lockheed Martin Corp. | US |
| General Dynamics Corp. | US |
| Procter & Gamble Co. | US |
| Kimberly-Clark Corp. | US |
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