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
SA2CUNCB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180139930
Bloomberg ID
BBG009H5BHY3
Last Value
258.74
+0.60 (+0.23%)
As of CET
Week to Week Change
0.36%
52 Week Change
-0.45%
Year to Date Change
3.69%
Daily Low
258.74
Daily High
258.74
52 Week Low
228.64 — 27 Oct 2023
52 Week High
265.5 — 7 Mar 2024
Top 10 Components
| Metro Inc. Cl A | CA |
| PEMBINA PIPELINE CORP | CA |
| Sun Life Financial Inc. | CA |
| Great-West Lifeco Inc. | CA |
| TELUS | CA |
| LOBLAW | CA |
| DESCARTES SYSTEMS GROUP | CA |
| BCE Inc. | CA |
| WESTON GEORGE | CA |
| Royal Bank of Canada | CA |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$604.43
-0.68
1Y Return
18.54%
1Y Volatility
0.10%
STOXX® Europe 600
€502.38
-3.23
1Y Return
7.56%
1Y Volatility
0.10%
STOXX® USA 500
$389.18
-2.00
1Y Return
24.67%
1Y Volatility
0.12%
STOXX® Global Total Market
$302.8
+0.41
1Y Return
20.33%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9574.54
-71.49
1Y Return
18.86%
1Y Volatility
0.10%