Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGJMVP
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0389352078
Last Value
338.19
+0.69 (+0.20%)
As of
CETWeek to Week Change
0.41%
52 Week Change
-9.83%
Year to Date Change
-4.22%
52 Week Low
333.7799 — 18 Jul 2023
52 Week High
375.05 — 12 Sep 2022
Top 10 Components
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
Cencora | Personal Care, Drug and Grocery Stores | US |
MONDELEZ | Food, Beverage and Tobacco | US |
Keurig Dr Pepper | Food, Beverage and Tobacco | US |
PepsiCo Inc. | Food, Beverage and Tobacco | US |
NESTLE | Food, Beverage and Tobacco | CH |
Hershey Co. | Food, Beverage and Tobacco | US |
Amgen Inc. | Health Care | US |
Colgate-Palmolive Co. | Personal Care, Drug and Grocery Stores | US |
Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
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