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
SGAAMVG
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0225161626
Bloomberg
SGAAMVG INDEX
Last Value
527.69
+0.92 (+0.17%)
As of CET
Week to Week Change
0.60%
52 Week Change
24.79%
Year to Date Change
25.17%
Daily Low
525.24
Daily High
528.54
52 Week Low
413.81 — 20 Dec 2023
52 Week High
528.55 — 5 Dec 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| HENKEL PREF | DE |
| Colgate-Palmolive Co. | US |
| SS&C TECHNOLOGIES HOLDING | US |
| Roper Technologies Inc. | US |
| Republic Services Inc. | US |
| Procter & Gamble Co. | US |
| Amphenol Corp. Cl A | US |
| AMCOR | US |
| Oversea-Chinese Banking Corp. | SG |
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