Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGMVT
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389327724
Bloomberg ID
BBG00J7HHGM5
Last Value
708.31
+1.01 (+0.14%)
As of CET
Week to Week Change
-0.70%
52 Week Change
8.47%
Year to Date Change
9.61%
Daily Low
707.29
Daily High
709.25
52 Week Low
626.79 — 19 Jan 2023
52 Week High
732.05 — 15 Nov 2023
Top 10 Components
| General Dynamics Corp. | US |
| Merck & Co. Inc. | US |
| Cencora | US |
| Kimberly-Clark Corp. | US |
| McKesson Corp. | US |
| Waste Management Inc. | US |
| WALMART INC. | US |
| Colgate-Palmolive Co. | US |
| Procter & Gamble Co. | US |
| General Mills Inc. | US |
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