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
SAW1MVGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138346
Bloomberg ID
BBG00321M0F7
Last Value
408.04
-0.78 (-0.19%)
As of
CETWeek to Week Change
0.03%
52 Week Change
17.66%
Year to Date Change
11.98%
Daily Low
408.04
Daily High
408.04
52 Week Low
343.2799 — 14 Jul 2023
52 Week High
408.82 — 25 Jun 2024
Top 10 Components
ARTHUR J GALLAGHER | US |
HENKEL PREF | DE |
Costco Wholesale Corp. | US |
CADENCE DESIGN SYS. | US |
Marsh & McLennan Cos. | US |
SWISSCOM | CH |
Colgate-Palmolive Co. | US |
Japan Tobacco Inc. | JP |
Canon Inc. | JP |
Waste Management Inc. | US |
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