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
ISMGMVG
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0389352136
Last Value
606
+2.74 (+0.45%)
As of
CETWeek to Week Change
0.13%
52 Week Change
5.46%
Year to Date Change
5.65%
Daily Low
606
Daily High
606
52 Week Low
545.52 — 23 Oct 2023
52 Week High
619.62 — 1 Apr 2024
Top 10 Components
Kimberly-Clark Corp. | US |
Merck & Co. Inc. | US |
General Dynamics Corp. | US |
Waste Management Inc. | US |
McKesson Corp. | US |
Colgate-Palmolive Co. | US |
Procter & Gamble Co. | US |
General Mills Inc. | US |
Cencora | US |
WALMART INC. | US |
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