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
SGAAUNN
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0225161535
Bloomberg
SGAAUNN INDEX
Last Value
330.05
+0.28 (+0.08%)
As of CET
Week to Week Change
-0.91%
52 Week Change
9.18%
Year to Date Change
10.15%
Daily Low
329.94
Daily High
330.77
52 Week Low
293.47 — 20 Dec 2023
52 Week High
333.96 — 16 Sep 2024
Top 10 Components
| Singapore Telecommunications L | SG |
| Oversea-Chinese Banking Corp. | SG |
| HENKEL PREF | DE |
| SWISSCOM | CH |
| DBS Group Holdings Ltd. | SG |
| United Overseas Bank Ltd. | SG |
| Fortis Inc. | CA |
| PEMBINA PIPELINE CORP | CA |
| POWER ASSETS HOLDINGS LTD | HK |
| AMCOR | US |
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