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
SAXPMVGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138791
Bloomberg
SAXPMVGV Index
Last Value
211.5
+0.23 (+0.11%)
As of
CETWeek to Week Change
-2.29%
52 Week Change
5.92%
Year to Date Change
5.82%
Daily Low
211.5
Daily High
211.5
52 Week Low
197.02 — 13 Feb 2024
52 Week High
233.08 — 27 Sep 2024
Top 10 Components
BEIERSDORF | DE |
HENKEL PREF | DE |
SWISSCOM | CH |
UCB | BE |
SGS | CH |
WOLTERS KLUWER | NL |
ESSILORLUXOTTICA | FR |
GALP ENERGIA | PT |
L'OREAL | FR |
TERNA | IT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.95%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.29%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$550.68
-0.67
1Y Return
26.52%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$196.48
-0.07
1Y Return
6.67%
1Y Volatility
0.19%