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MSCI Minimum Volatility Indexes
MSCI minimum volatility indexes
The MSCI Minimum Volatility Indexes are part of the MSCI Factor Indexes, which represent the return of factors (common stock characteristics) that have historically earned a persistent premium over long periods of time.
The MSCI Minimum Volatility Indexes are designed to serve as transparent benchmarks for minimum variance (or managed volatility) equity strategies. The indexes aim to reflect the performance characteristics of a minimum variance strategy focused on absolute returns as well as volatility with the lowest absolute risk. Each Minimum Volatility Index is calculated by optimizing a parent MSCI index to produce an index with the least volatility for a given set of constraints and to ensure index replicability and investability.