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
SAAMUNGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180139286
Bloomberg
SAAMUNGR Index
Last Value
462.37
-1.51 (-0.33%)
As of CET
Daily Low
462.37
Daily High
462.37
Top 10 Components
| Cencora | US |
| Johnson & Johnson | US |
| Costco Wholesale Corp. | US |
| Cardinal Health Inc. | US |
| MONSTER BEVERAGE | US |
| Keurig Dr Pepper | US |
| Royal Bank of Canada | CA |
| Procter & Gamble Co. | US |
| Colgate-Palmolive Co. | US |
| General Dynamics Corp. | US |
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