MSCI Japan IMI Volatility Tilt Index

The MSCI Japan Investable Market Index (IMI) Volatility Tilt Index is based on MSCI Japan IMI, its parent index, which includes large, mid and small-cap stocks of the Japanese market. It aims to reflect the performance of a low volatility strategy with relatively high investment capacity. The indexes are created by tilting the market capitalization weights of all the constituents in the parent index based on the inverse of security price variance and then re-weighting them.