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
SAW1MVP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0180138023
Bloomberg
SAW1MVP Index
Last Value
331.65
-0.05 (-0.02%)
As of CET
Week to Week Change
0.83%
52 Week Change
26.24%
Year to Date Change
23.18%
Daily Low
330.9
Daily High
332.03
52 Week Low
262.72 — 29 Nov 2023
52 Week High
332.82 — 27 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 |
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