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
SAXPUNV
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0180139625
Bloomberg
SAXPUNV Index
Last Value
223.72
-1.56 (-0.69%)
As of
CETWeek to Week Change
-2.83%
52 Week Change
11.96%
Year to Date Change
5.78%
Daily Low
223.03
Daily High
224.38
52 Week Low
199.83 — 13 Nov 2023
52 Week High
240.67 — 27 Sep 2024
Top 10 Components
SWISSCOM | CH |
BEIERSDORF | DE |
KPN | NL |
HENKEL PREF | DE |
DANONE | FR |
BRITVIC | GB |
LINDT & SPRUENGLI P | CH |
KERRY GRP | IE |
COCA-COLA HBC | GB |
OMV | AT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$684.22
-5.74
1Y Return
29.24%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.23
-10.14
1Y Return
12.45%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$465.25
-0.57
1Y Return
36.91%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$563.21
+1.07
1Y Return
38.63%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$204.65
-1.99
1Y Return
19.00%
1Y Volatility
0.18%