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
SAW1UNR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180139179
Bloomberg
SAW1UNR Index
Last Value
297.5
-2.17 (-0.72%)
As of CET
Week to Week Change
-1.63%
52 Week Change
18.13%
Year to Date Change
17.05%
Daily Low
297.5
Daily High
297.5
52 Week Low
246.59 — 20 Dec 2023
52 Week High
304.57 — 22 Nov 2024
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| HENKEL PREF | DE |
| Colgate-Palmolive Co. | US |
| BRITVIC | GB |
| Singapore Telecommunications L | SG |
| Church & Dwight Co. | US |
| Kimberly-Clark Corp. | US |
| Procter & Gamble Co. | US |
| TARGA RESOURCES | US |
| SWISSCOM | CH |
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