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
22:30-22:30 CET
ISIN
CH0180138346
Bloomberg
SAW1MVGR Index
Last Value
457.72
-0.64 (-0.14%)
As of CET
Week to Week Change
-0.82%
52 Week Change
24.81%
Year to Date Change
25.61%
Daily Low
457.72
Daily High
457.72
52 Week Low
357.48 — 20 Dec 2023
52 Week High
461.5 — 2 Dec 2024
Top 10 Components
| ARTHUR J GALLAGHER | US |
| HENKEL PREF | DE |
| Costco Wholesale Corp. | US |
| Colgate-Palmolive Co. | US |
| Marsh & McLennan Cos. | US |
| SWISSCOM | CH |
| WALMART INC. | US |
| Canon Inc. | JP |
| LEIDOS HOLDINGS | US |
| Oversea-Chinese Banking Corp. | SG |
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