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
SGXEUNN
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0225579959
Last Value
339.49
-0.05 (-0.01%)
As of CET
Week to Week Change
-0.78%
52 Week Change
15.88%
Year to Date Change
12.52%
Daily Low
339.49
Daily High
339.49
52 Week Low
292.96 — 20 Dec 2023
52 Week High
349.39 — 2 Dec 2024
Top 10 Components
| SWISSCOM | CH |
| Singapore Telecommunications L | SG |
| Church & Dwight Co. | US |
| Oversea-Chinese Banking Corp. | SG |
| Kimberly-Clark Corp. | US |
| United Overseas Bank Ltd. | SG |
| Colgate-Palmolive Co. | US |
| Fortis Inc. | CA |
| Procter & Gamble Co. | US |
| ALCON | CH |
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