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
SAAMUNL
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0180139443
Bloomberg
SAAMUNL Index
Last Value
265.69
+1.76 (+0.67%)
As of
CETWeek to Week Change
-1.09%
52 Week Change
12.70%
Year to Date Change
11.18%
Daily Low
263.54
Daily High
265.77
52 Week Low
235.74 — 27 Dec 2023
52 Week High
280.21 — 29 Nov 2024
Top 10 Components
Johnson & Johnson | US |
T-Mobile US Inc | US |
Costco Wholesale Corp. | US |
Colgate-Palmolive Co. | US |
Cencora | US |
Keurig Dr Pepper | US |
Enbridge Inc. | CA |
Procter & Gamble Co. | US |
PepsiCo Inc. | US |
Royal Bank of Canada | CA |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$681.36
-0.43
1Y Return
18.85%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€504.73
-2.45
1Y Return
5.48%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$455.68
-7.49
1Y Return
24.54%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$341.81
-1.57
1Y Return
18.99%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10895.54
-58.88
1Y Return
17.84%
1Y Volatility
0.11%