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
SA1AUNV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180139690
Last Value
163.87
+0.22 (+0.13%)
As of
CETWeek to Week Change
0.02%
52 Week Change
6.96%
Year to Date Change
2.20%
Daily Low
163.87
Daily High
163.87
52 Week Low
151.82 — 6 Feb 2024
52 Week High
175.6399 — 30 Sep 2024
Top 10 Components
Coles Group | AU |
TELSTRA GROUP | AU |
Origin Energy Ltd. | AU |
WOOLWORTHS GROUP | AU |
Insurance Australia Group Ltd. | AU |
Bendigo & Adelaide Bank Ltd. | AU |
Transurban Group | AU |
MEDIBANK PRIVATE | AU |
Rio Tinto Ltd. | AU |
YANCOAL AUSTRALIA | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$705.65
+5.86
1Y Return
19.55%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€553.75
+5.97
1Y Return
14.12%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$476.62
+5.00
1Y Return
23.18%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$353.49
+3.93
1Y Return
19.46%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$11300.23
+14.33
1Y Return
20.00%
1Y Volatility
0.11%