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
SAAMMVR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138130
Bloomberg
SAAMMVR Index
Last Value
486.13
+0.34 (+0.07%)
As of CET
Week to Week Change
-0.89%
52 Week Change
23.47%
Year to Date Change
15.86%
Daily Low
486.13
Daily High
486.13
52 Week Low
386.7 — 4 Aug 2023
52 Week High
490.49 — 16 Jul 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| WALMART INC. | US |
| Waste Management Inc. | US |
| ALPHABET CLASS C | US |
| Verizon Communications Inc. | US |
| Roper Technologies Inc. | US |
| Johnson & Johnson | US |
| NetApp Inc. | US |
| Royal Bank of Canada | CA |
| PepsiCo Inc. | US |
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