MSCI Europe Market Neutral Barra Volatility Net Index (USD)

The MSCI Europe (Net) Market Neutral Barra Volatility Index (USD) is designed to capture systematic returns associated with the Volatility style factor while maintaining controlled exposure to other factors such as industry, country, and other style factors. The index is optimized to achieve high exposure to the Volatility factor with low tracking error relative to the corresponding Pure Factor portfolio. The index is denominated in US dollars (USD) and reflects net returns.