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
SGXYUNG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0224473212
Bloomberg
SGXYUNG INDEX
Last Value
524.92
-1.15 (-0.22%)
As of CET
Week to Week Change
0.46%
52 Week Change
8.06%
Year to Date Change
3.90%
Daily Low
524.92
Daily High
524.92
52 Week Low
455.66 — 5 Aug 2024
52 Week High
527.78 — 27 Mar 2025
Top 10 Components
| SWISSCOM | CH |
| Kellanova | US |
| Church & Dwight Co. | US |
| Kimberly-Clark Corp. | US |
| NESTLE | CH |
| Colgate-Palmolive Co. | US |
| Oversea-Chinese Banking Corp. | SG |
| Singapore Telecommunications L | SG |
| Fortis Inc. | CA |
| United Overseas Bank Ltd. | SG |
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