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
SAA6UNR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180139138
Bloomberg ID
BBG00321LZ89
Last Value
204.4
-0.27 (-0.13%)
As of
CETWeek to Week Change
-0.39%
52 Week Change
0.40%
Year to Date Change
-0.62%
Daily Low
204.4
Daily High
204.4
52 Week Low
192.66 — 23 Oct 2023
52 Week High
209.87 — 7 Feb 2024
Top 10 Components
CLP Holdings Ltd. | HK |
SOFTBANK | JP |
Singapore Telecommunications L | SG |
Japan Tobacco Inc. | JP |
Thai Beverage PCL | SG |
Singapore Airlines Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Aeon Co. Ltd. | JP |
Nippon Telegraph & Telephone C | JP |
WH GROUP | HK |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$611.96
+7.31
1Y Return
20.38%
1Y Volatility
0.10%
STOXX® Europe 600
€505.53
+2.32
1Y Return
9.82%
1Y Volatility
0.10%
STOXX® USA 500
$394.49
+3.89
1Y Return
25.78%
1Y Volatility
0.12%
STOXX® Global Total Market
$306.88
+3.40
1Y Return
21.50%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9686.11
+96.01
1Y Return
19.61%
1Y Volatility
0.10%