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
SAA6MVP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0180137983
Bloomberg
SAA6MVP Index
Last Value
165.45
+0.87 (+0.53%)
As of
CETWeek to Week Change
2.05%
52 Week Change
4.39%
Year to Date Change
0.76%
Daily Low
164.53
Daily High
165.45
52 Week Low
147.29 — 5 Aug 2024
52 Week High
168.66 — 28 Feb 2025
Top 10 Components
SOFTBANK | JP |
Coles Group | AU |
Singapore Telecommunications L | SG |
CLP Holdings Ltd. | HK |
Secom Co. Ltd. | JP |
MCDONALD'S HOLDINGS | JP |
JAPAN POST HOLDINGS | JP |
Sekisui House Ltd. | JP |
Transurban Group | AU |
Nippon Building Fund Inc. | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$634.05
+1.33
1Y Return
6.94%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€506.42
-0.67
1Y Return
1.43%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$409.58
+0.77
1Y Return
6.94%
1Y Volatility
0.19%
STOXX® Global Total Market - USD (Gross Return)
$319.51
+0.93
1Y Return
7.78%
1Y Volatility
0.15%
STOXX® World AC All Cap - USD (Gross Return)
$10207.93
+9.07
1Y Return
8.16%
1Y Volatility
0.14%