MSCI Switzerland IMI Minimum Volatility Index (CHF)

The MSCI Switzerland IMI Minimum Volatility (CHF) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the MSCI large, mid and small cap Swiss equity universe. The index is calculated by optimizing MSCI Switzerland IMI, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to MSCI Switzerland IMI.