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
SA2CUNDA
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180139922
Bloomberg
SA2CUNDA INDEX
Last Value
277.57
+1.54 (+0.56%)
As of
CETWeek to Week Change
2.30%
52 Week Change
28.68%
Year to Date Change
22.89%
Daily Low
277.57
Daily High
277.57
52 Week Low
207.3 — 27 Oct 2023
52 Week High
277.57 — 17 Oct 2024
Top 10 Components
Metro Inc. Cl A | CA |
PEMBINA PIPELINE CORP | CA |
LOBLAW | CA |
DESCARTES SYSTEMS GROUP | CA |
WASTE CONNECTIONS | CA |
WESTON GEORGE | CA |
CCL INDS.'B' | CA |
Royal Bank of Canada | CA |
PRIMO WATER | CA |
Sun Life Financial Inc. | CA |
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