Search Stoxx Indices for "Minimum Variance"
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The STOXX® Minimum Variance Indices are designed to achieve the lowest return volatility in a given investable universe.
In our latest paper “Minimum Variance: A Leg Up on Geopolitical Risk?”, we examined the impact of recent market risk events on a range of STOXX® minimum-variance indices vis-à-vis their corresponding global and regional broad benchmarks.
In this paper, we take a look at how minimum variance performed vis-à-vis its core market counterpart during nine recent geopolitical risk events. The nature of these events is that they tend to push correlations towards 1.0.
Minimum variance strategies have gained significant traction especially since the global financial crisis. They aim at reducing or minimizing variance, i.e. the square of volatility as measured by standard deviation, or, in this case, price fluctuations of portfolio prices around their mean.
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October’s market move is the type of event that can determine a portfolio performance for the entire year. The sharp pullback in stocks has underscored the benefits of a low-volatility strategy: holding the less risky parts of the market has often been worth the price of missing out on the beta rallies.
STOXX Ltd. has introduced the STOXX® Emerging Markets 800 LO Minimum Variance Index (STOXX EM 800 LO MinVar), expanding its suite of rules-based minimum variance strategies to the universe of developing nations.
Minimum-variance strategies – which aim to reduce swings in portfolio prices and typically consider both share-price volatility and intra-stock correlation – have gained much traction since the global financial crisis. 
STOXX Ltd. has licensed two indices to UniCredit:  the EURO iSTOXX® ESG-X & Ex Nuclear Power Multi Factor Index and the EURO STOXX® ESG-X & Ex Nuclear Power Minimum Variance Unconstrained Index.
The STOXX Global 1800 index dropped 9.3% in dollars last month, taking its retreat in 2022 to 25.5%. The Federal Reserve, European Central Bank and Bank of England increased the cost of borrowing in the month, with the first two hiking by a larger-than-average 75 basis points.
The STOXX Global 1800 index dropped 4.1% in dollars last month, taking its retreat in 2022 to 17.9%. Investors are bracing for even tighter monetary policy as central banks fight higher-for-longer inflation.
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