MSCI Taiwan IMI Minimum Volatility Index (TWD)

The MSCI Taiwan IMI Minimum Volatility Index (TWD) aims to reflect the performance characteristics of a minimum variance strategy applied to large, mid, and small cap equities across Taiwan. The index is calculated by optimizing the MSCI Taiwan IMI Index, its parent index, for the lowest absolute risk (within a given set of constraints) and is denominated in New Taiwan dollars (TWD).