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
SA2CMVL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0180138510
Last Value
144.02
+1.24 (+0.87%)
As of
CETWeek to Week Change
0.45%
52 Week Change
22.13%
Year to Date Change
13.95%
Daily Low
143.03
Daily High
144.02
52 Week Low
110.91 — 27 Oct 2023
52 Week High
144.02 — 23 Sep 2024
Top 10 Components
INTACT FINANCIAL | CA |
Thomson Reuters Corp. | CA |
BCE Inc. | CA |
Sun Life Financial Inc. | CA |
PEMBINA PIPELINE CORP | CA |
WASTE CONNECTIONS | CA |
DESCARTES SYSTEMS GROUP | CA |
CCL INDS.'B' | CA |
Enbridge Inc. | CA |
Royal Bank of Canada | CA |
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