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Minimum Volatility Strategies at Times of High Volatility

categories: Indexes, MSCI Index Research, Investing (Investment Management), MSCI Strategy Indexes, Equities, Minimum Volatility Indexes, Research Paper, general

In April 2008 MSCI Barra launched the MSCI World Minimum Volatility Index to serve as a transparent and relevant benchmark for managed volatility equity strategies. As the markets have become more volatile over the last year we explore the behavior of the MSCI World Minimum Volatility Index to determine if it still provides lower volatility in comparison to the MSCI World Index.


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World_Minimum_Vol_Index.pdf