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
266.91
+0.33 (+0.12%)
As of
CETWeek to Week Change
-0.48%
52 Week Change
18.98%
Year to Date Change
11.69%
Daily Low
265.83
Daily High
267.26
52 Week Low
222.95 — 9 Nov 2023
52 Week High
275.29 — 18 Oct 2024
Top 10 Components
T-Mobile US Inc | US |
Colgate-Palmolive Co. | US |
Costco Wholesale Corp. | US |
Cencora | US |
PepsiCo Inc. | US |
Keurig Dr Pepper | US |
Johnson & Johnson | US |
Procter & Gamble Co. | US |
Royal Bank of Canada | CA |
General Dynamics Corp. | US |
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