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
SAAMUNP
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0180138965
Bloomberg
SAAMUNP Index
Last Value
333.38
-1.11 (-0.33%)
As of CET
Week to Week Change
-2.78%
52 Week Change
11.58%
Year to Date Change
-0.42%
Daily Low
332.44
Daily High
338.04
52 Week Low
298.62 — 15 Mar 2024
52 Week High
351.64 — 28 Feb 2025
Top 10 Components
| Johnson & Johnson | US |
| Cencora | US |
| Colgate-Palmolive Co. | US |
| Costco Wholesale Corp. | US |
| Enbridge Inc. | CA |
| Keurig Dr Pepper | US |
| Procter & Gamble Co. | US |
| PepsiCo Inc. | US |
| T-Mobile US Inc | US |
| Royal Bank of Canada | CA |
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Low
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