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
SAA6MVL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0180138460
Bloomberg
SAA6MVL Index
Last Value
136.16
+1.66 (+1.23%)
As of
CETWeek to Week Change
2.89%
52 Week Change
9.74%
Year to Date Change
5.56%
Daily Low
134.36
Daily High
136.16
52 Week Low
117.25 — 4 Oct 2023
52 Week High
135.07 — 21 Aug 2024
Top 10 Components
Singapore Telecommunications L | SG |
JAPAN POST HOLDINGS | JP |
Secom Co. Ltd. | JP |
SOFTBANK | JP |
Sekisui House Ltd. | JP |
CLP Holdings Ltd. | HK |
MCDONALD'S HOLDINGS | JP |
SHINKO ELEC.INDS. | JP |
Transurban Group | AU |
Cochlear Ltd. | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$646.65
-0.09
1Y Return
19.54%
1Y Volatility
0.11%
STOXX® Europe 600
€507.4
-3.30
1Y Return
11.22%
1Y Volatility
0.10%
STOXX® USA 500
$422.68
+5.13
1Y Return
22.43%
1Y Volatility
0.13%
STOXX® Global Total Market
$324.84
+0.36
1Y Return
20.66%
1Y Volatility
0.11%
STOXX® World AC All Cap
$10328.43
+1.85
1Y Return
20.08%
1Y Volatility
0.11%