Summary
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
Top 10 Components
| ARTHUR J GALLAGHER | US |
| HENKEL PREF | DE |
| Costco Wholesale Corp. | US |
| Marsh & McLennan Cos. | US |
| CADENCE DESIGN SYS. | US |
| SWISSCOM | CH |
| Japan Tobacco Inc. | JP |
| Colgate-Palmolive Co. | US |
| Canon Inc. | JP |
| Waste Management Inc. | US |
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