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
SAAMUNGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180139765
Bloomberg
SAAMUNGV Index
Last Value
383.34
-3.91 (-1.01%)
As of CET
Week to Week Change
-0.64%
52 Week Change
11.12%
Year to Date Change
5.85%
Daily Low
383.34
Daily High
383.34
52 Week Low
340.23 — 29 May 2024
52 Week High
387.92 — 3 Mar 2025
Top 10 Components
| Cencora | US |
| Johnson & Johnson | US |
| Costco Wholesale Corp. | US |
| Cardinal Health Inc. | US |
| Keurig Dr Pepper | US |
| Procter & Gamble Co. | US |
| Colgate-Palmolive Co. | US |
| Royal Bank of Canada | CA |
| General Dynamics Corp. | US |
| MONDELEZ | US |
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