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The iSTOXX Europe Minimum Variance index is designed to minimize risk by reducing the volatility of the underlying STOXX Europe 600 index. This is achieved by the weighting of index constituents according to their variance/covariance characteristics. Additional constraints are introduced to avoid extreme asset or sector concentrations.
The strategy for the iSTOXX Europe Minimum Variance index is based on Markowitz`s Nobel Prize-winning Modern Portfolio Theory.
The strategy for the iSTOXX Europe Minimum Variance index is based on Markowitz`s Nobel Prize-winning Modern Portfolio Theory.
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EUR (Gross Return)
Date:
Time:
| Symbol | ISEMVGT |
| Calculation | Realtime |
| Dissemination period | 09:00 CET-18:00 CET |
| ISIN | CH0128395313 |
| Bloomberg ID | BBG001QZ2T14 |
| Free Float Mcap | 100'135.038 MEUR |
| Last value | |
| Daily change (absolute) |
| Week to week change | |
| 52 week change | |
| Year to date change | |
| Daily low | |
| Daily high | |
| 52 week low | |
| 52 week high |
** Chart displays Closing High and Closing Low
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EUR (Net Return)
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