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MSCI Minimum Volatility Indexes

The MSCI Minimum Volatility Indexes are part of the  MSCI Factor Indexes family, 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.


PERFORMANCE, FACTSHEETS AND METHODOLOGIES
MSCI MINIMUM VOLATILITY INDEXES

MSCI Minimum Volatility Indexes Methodology
Methodology

MSCI USA Minimum Volatility (USD) Index
Performance | Factsheet

MSCI ACWI Minimum Volatility (USD) Index
Performance | Factsheet  

MSCI Emerging Markets Minimum Volatility (USD) Index
Performance | Factsheet  

MSCI EAFE Minimum Volatility (USD) Index
Performance | Factsheet  

MSCI Europe Minimum Volatility (USD) Index
Performance | Factsheet  

MSCI AC Asia ex Japan Minimum Volatility (USD) Index
Performance | Factsheet 

MSCI Japan Minimum Volatility (USD) Index
Performance | Factsheet

MSCI USA Small Cap Minimum Volatility  (USD) Index
Performance | Factsheet
 

 

MSCI MINIMUM VOLATILITY HEDGED INDEXES (USD)

MSCI Hedged Indexes Methodology 
Methodology

MSCI ACWI Minimum Volatility (USD) 100% Hedged to USD
Performance | Factsheet

MSCI Emerging Markets Minimum Volatility (USD) 100% Hedged to USD
Performance | Factsheet

MSCI EAFE Minimum Volatility (USD) 100% Hedged to USD
Performance | Factsheet

MSCI Europe Minimum Volatility (USD) 100% Hedged to USD
Performance | Factsheet

Investor insight

MSCI Minimum Volatility Indexes
Track Broad Market Returns with Lower Risk
The MSCI Minimum Volatility Indexes are uniquely designed to capture the low volatility effect.

Harvesting Risk Premia with Strategy Indexes

Systematic risk premia such as value, size or momentum can account for a substantial part of long-term institutional portfolio performance.

Research paper

Index Performance in Changing Economic Environments.
Over the recent years, the impact of the macroeconomic regime on their investments has grown in importance for institutional investors.

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