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
SA2CUNP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0180139021
Last Value
180.57
-1.37 (-0.75%)
As of
CETWeek to Week Change
-2.01%
52 Week Change
20.20%
Year to Date Change
18.04%
Daily Low
180.2
Daily High
181.87
52 Week Low
149.56 — 20 Dec 2023
52 Week High
186.95 — 22 Nov 2024
Top 10 Components
Metro Inc. Cl A | CA |
PEMBINA PIPELINE CORP | CA |
CCL INDS.'B' | CA |
LOBLAW | CA |
DESCARTES SYSTEMS GROUP | CA |
WASTE CONNECTIONS | CA |
WESTON GEORGE | CA |
Thomson Reuters Corp. | CA |
Royal Bank of Canada | CA |
Sun Life Financial Inc. | CA |
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