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
SAW1MVGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138825
Bloomberg ID
BBG00321M0K1
Last Value
288.24
+0.73 (+0.25%)
As of
CETWeek to Week Change
-0.88%
52 Week Change
11.21%
Year to Date Change
4.26%
Daily Low
287.51
Daily High
287.51
52 Week Low
249.63 — 12 Oct 2022
52 Week High
297.41 — 25 Jul 2023
Top 10 Components
ARTHUR J GALLAGHER | Insurance | US |
Costco Wholesale Corp. | Retail | US |
SWISSCOM | Telecommunications | CH |
HENKEL PREF | Consumer Products and Services | DE |
Marsh & McLennan Cos. | Insurance | US |
SEAGEN | Health Care | US |
Oracle Corp. | Technology | US |
CADENCE DESIGN SYS. | Technology | US |
Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
HORIZON THERAPEUTICS PUBLIC | Health Care | US |
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