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
SAW1UNL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0180139492
Bloomberg ID
BBG00321M085
Last Value
161.2
+0.02 (+0.01%)
As of CET
Week to Week Change
0.67%
52 Week Change
-6.53%
Year to Date Change
-0.75%
Daily Low
161.14
Daily High
161.21
52 Week Low
143.84 — 12 Oct 2022
52 Week High
180.01 — 8 Apr 2022
Top 10 Components
| Uni-Charm Corp. | Personal Care, Drug and Grocery Stores | JP |
| SWISSCOM | Telecommunications | CH |
| Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
| Church & Dwight Co. | Personal Care, Drug and Grocery Stores | US |
| Sun Hung Kai Properties Ltd. | Real Estate | HK |
| Oversea-Chinese Banking Corp. | Banks | SG |
| Singapore Telecommunications L | Telecommunications | SG |
| BCE Inc. | Telecommunications | CA |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
| Link Real Estate Investment Tr | Real Estate | HK |
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