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
SA2CMVGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138353
Last Value
227.03
-1.86 (-0.81%)
As of CET
Week to Week Change
0.63%
52 Week Change
7.04%
Year to Date Change
1.01%
Daily Low
227.03
Daily High
227.03
52 Week Low
202.54 — 27 Oct 2023
52 Week High
228.89 — 23 Jan 2024
Top 10 Components
| INTACT FINANCIAL | CA |
| Thomson Reuters Corp. | CA |
| Great-West Lifeco Inc. | CA |
| Sun Life Financial Inc. | CA |
| BCE Inc. | CA |
| STANTEC | CA |
| Metro Inc. Cl A | CA |
| PEMBINA PIPELINE CORP | CA |
| DESCARTES SYSTEMS GROUP | CA |
| ALIMENTATION CCH.TARD | CA |
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