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
SAW1UNR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180139179
Bloomberg ID
BBG00321M067
Last Value
254.53
-0.38 (-0.15%)
As of CET
Week to Week Change
-0.43%
52 Week Change
-0.87%
Year to Date Change
-0.62%
52 Week Low
244.54 — 24 Oct 2022
52 Week High
278.79 — 22 Aug 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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