MSCI Canada IMI Minimum Volatility Index (CAD)

The MSCI Canada IMI Minimum Volatility (CAD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the large, mid and small cap Canadian equity universe. The index is calculated by optimizing the MSCI Canada IMI Index, its parent index, in CAD 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 Canada IMI Index.