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
SGAAMVG
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0225161626
Bloomberg ID
BBG006L2JZW5
Last Value
465.15
+0.06 (+0.01%)
As of CET
Week to Week Change
1.18%
52 Week Change
16.73%
Year to Date Change
10.33%
Daily Low
463.72
Daily High
467.2
52 Week Low
396.5899 — 9 Jun 2023
52 Week High
465.24 — 28 Mar 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| Republic Services Inc. | US |
| Roper Technologies Inc. | US |
| Colgate-Palmolive Co. | US |
| Procter & Gamble Co. | US |
| Oracle Corp. | US |
| AMCOR | US |
| Amphenol Corp. Cl A | US |
| RELIANCE | US |
| NIPPON STEEL | JP |
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