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
SAAMMVGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138775
Bloomberg
SAAMMVGV Index
Last Value
474.91
-2.28 (-0.48%)
As of
CETWeek to Week Change
0.37%
52 Week Change
19.64%
Year to Date Change
6.25%
Daily Low
474.91
Daily High
474.91
52 Week Low
394.35 — 13 Feb 2024
52 Week High
477.4 — 5 Feb 2025
Top 10 Components
Costco Wholesale Corp. | US |
WALMART INC. | US |
Johnson & Johnson | US |
ALPHABET CLASS C | US |
Waste Management Inc. | US |
Roper Technologies Inc. | US |
Verizon Communications Inc. | US |
NetApp Inc. | US |
Royal Bank of Canada | CA |
Enbridge Inc. | CA |
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