MSCI Korea IMI Minimum Volatility Index (KRW)

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