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
SAAMUNGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0180139765
Bloomberg ID
BBG00321M0S3
Last Value
324.66
+0.56 (+0.17%)
As of CET
Week to Week Change
-0.19%
52 Week Change
6.16%
Year to Date Change
0.55%
Daily Low
324.66
Daily High
324.66
52 Week Low
286.66 — 27 Oct 2023
52 Week High
325.3 — 12 Jan 2024
Top 10 Components
| PepsiCo Inc. | US |
| Procter & Gamble Co. | US |
| Republic Services Inc. | US |
| Cencora | US |
| Colgate-Palmolive Co. | US |
| Merck & Co. Inc. | US |
| Costco Wholesale Corp. | US |
| Royal Bank of Canada | CA |
| Cardinal Health Inc. | US |
| MONSTER BEVERAGE | US |
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