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
SAAMMVL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0180138452
Bloomberg
SAAMMVL Index
Last Value
353.4
-0.72 (-0.20%)
As of CET
Week to Week Change
1.02%
52 Week Change
10.83%
Year to Date Change
5.81%
Daily Low
353.36
Daily High
355
52 Week Low
313.65 — 8 Apr 2025
52 Week High
359.88 — 19 Feb 2025
Top 10 Components
| Costco Wholesale Corp. | US |
| Johnson & Johnson | US |
| ALPHABET CLASS C | US |
| Waste Management Inc. | US |
| WALMART INC. | US |
| Verizon Communications Inc. | US |
| Roper Technologies Inc. | US |
| Royal Bank of Canada | CA |
| Cardinal Health Inc. | US |
| NetApp Inc. | US |
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