Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA1AMVGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138387
Last Value
217.43
-0.03 (-0.01%)
As of CET
Week to Week Change
-0.95%
52 Week Change
14.53%
Year to Date Change
5.65%
Daily Low
217.43
Daily High
217.43
52 Week Low
187.27 — 20 Nov 2023
52 Week High
223.13 — 17 Oct 2024
Top 10 Components
| MEDIBANK PRIVATE | AU |
| TELSTRA GROUP | AU |
| Origin Energy Ltd. | AU |
| Insurance Australia Group Ltd. | AU |
| Orica Ltd. | AU |
| Computershare Ltd. | AU |
| Transurban Group | AU |
| Coles Group | AU |
| AUSTRALIAN PIPELINE | AU |
| CSL Ltd. | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.95%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.15%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$338.77
+1.94
1Y Return
18.31%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10755.69
+14.19
1Y Return
18.72%
1Y Volatility
0.11%