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
SAW1MVGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180138346
Bloomberg ID
BBG00321M0F7
Last Value
340.4
-2.86 (-0.83%)
As of CET
Week to Week Change
-0.82%
52 Week Change
0.97%
Year to Date Change
0.20%
52 Week Low
320.2 — 20 Jun 2022
52 Week High
375.82 — 19 Aug 2022
Top 10 Components
| ARTHUR J GALLAGHER | Insurance | US |
| Costco Wholesale Corp. | Retail | US |
| SWISSCOM | Telecommunications | CH |
| Marsh & McLennan Cos. | Insurance | US |
| DOLLAR GENERAL | Retail | US |
| CADENCE DESIGN SYS. | Technology | US |
| Amgen Inc. | Health Care | US |
| Oracle Corp. | Technology | US |
| ZOETIS 'A' | Health Care | US |
| Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
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