The STOXX® Minimum Variance Indices seek to represent the performance characteristics of a minimum variance strategy applied to a variety of STOXX® regional and country benchmark indices. The index composition is determined by minimizing the total portfolio risk subject to a set of constraints.
For most Minimum Variance Indices, STOXX offers two versions: a constrained version that limits deviations from the benchmark by imposing constraints on style and industry exposures, and an unconstrained version that allows larger deviations from the benchmark for a more optimal portfolio.
The STOXX Minimum Variance Indices are designed in cooperation with Axioma, a leading provider of risk management solutions.
The indices are available for different regions and countries worldwide.

Index Guides, Benchmark statement, and other reports are available under the Data tab.