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
SA6JUNF
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0225791877
Last Value
331.56
-2.17 (-0.65%)
As of CET
Week to Week Change
-0.05%
52 Week Change
10.77%
Year to Date Change
7.49%
Daily Low
331.56
Daily High
331.56
52 Week Low
295.04 — 16 Oct 2023
52 Week High
337.2799 — 27 Sep 2024
Top 10 Components
| SOFTBANK | JP |
| MCDONALD'S HOLDINGS | JP |
| Nippon Building Fund Inc. | JP |
| Japan Real Estate Investment C | JP |
| SHINKO ELEC.INDS. | JP |
| GLP J-REIT | JP |
| KOBE BUSSAN | JP |
| NH FOODS | JP |
| Meiji Holdings Co. Ltd. | JP |
| Japan Metropolitan Fund Invest | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$684.22
-5.74
1Y Return
29.24%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.23
-10.14
1Y Return
12.45%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$465.25
-0.57
1Y Return
36.91%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$346.63
+0.20
1Y Return
31.91%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10951.88
-106.62
1Y Return
30.49%
1Y Volatility
0.10%