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
ISMGJMVU
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0389352060
Last Value
685.09
-5.15 (-0.75%)
As of CET
Week to Week Change
0.35%
52 Week Change
1.37%
Year to Date Change
-0.63%
52 Week Low
607.2 — 12 Oct 2022
52 Week High
725.38 — 5 May 2023
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 |
| Amgen Inc. | Health Care | US |
| Gilead Sciences Inc. | Health Care | US |
| WALMART INC. | Retail | US |
| Colgate-Palmolive Co. | Personal Care, Drug and Grocery Stores | US |
| Hershey Co. | Food, Beverage and Tobacco | US |
| General Mills Inc. | Food, Beverage and Tobacco | US |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
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Low
High
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