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
SAW1MVJN
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0225159612
Last Value
652.36
+1.93 (+0.30%)
As of CET
Week to Week Change
-1.13%
52 Week Change
27.19%
Year to Date Change
29.01%
Daily Low
652.36
Daily High
652.36
52 Week Low
499.25 — 15 Dec 2023
52 Week High
659.79 — 22 Nov 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 |
| LEIDOS HOLDINGS | US |
| Canon Inc. | JP |
| Oversea-Chinese Banking Corp. | SG |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€179.83
-0.29
1Y Return
10.08%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€253.01
-0.13
1Y Return
6.96%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€133.71
+0.23
1Y Return
3.88%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€172.63
+0.13
1Y Return
5.03%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.4657
-0.72
1Y Return
16.61%
1Y Volatility
0.99%