MSCI USA Minimum Volatility Index
E805166
The MSCI USA Minimum Volatility Index is a U.S. equity index designed to capture the performance of lower-risk, lower-volatility stocks while maintaining broad market exposure.
Statements (45)
| Predicate | Object |
|---|---|
| instanceOf |
MSCI index
ⓘ
minimum volatility index ⓘ stock market index ⓘ |
| assetClass | equities ⓘ |
| benchmarkType | strategy index ⓘ |
| calculationFrequency | daily ⓘ |
| category | factor index ⓘ |
| constraint |
limit turnover
ⓘ
maintain capacity ⓘ maintain investability ⓘ maintain sector diversification ⓘ maintain style diversification ⓘ |
| countryFocus | United States NERFINISHED ⓘ |
| currency | USD ⓘ |
| dataVendorCodeProvider | MSCI NERFINISHED ⓘ |
| factorExposure | low volatility factor ⓘ |
| freeFloatAdjusted | yes ⓘ |
| geographicCoverage | U.S. equity market ⓘ |
| investmentStyle |
low volatility
ⓘ
minimum volatility ⓘ |
| liquidityScreen | yes ⓘ |
| marketCapitalizationWeighting | no ⓘ |
| methodology | optimization-based index construction ⓘ |
| numberOfConstituents | multiple U.S. large and mid cap stocks ⓘ |
| objective |
capture performance of lower-risk U.S. stocks
ⓘ
capture performance of lower-volatility U.S. stocks ⓘ maintain broad market exposure ⓘ |
| parentIndex | MSCI USA Index NERFINISHED ⓘ |
| provider | MSCI Inc. NERFINISHED ⓘ |
| publication | MSCI index methodology documents ⓘ |
| rebalancingFrequency | semi-annual ⓘ |
| rebalancingMonth |
May
ⓘ
November ⓘ |
| returnTypes |
gross total return
ⓘ
net total return ⓘ price return ⓘ |
| riskCharacteristic | lower volatility than parent index ⓘ |
| sectorDiversification | yes ⓘ |
| targetInvestors |
investors seeking lower drawdowns
ⓘ
risk-averse equity investors ⓘ |
| universe | MSCI USA equity universe ⓘ |
| useCase |
benchmark for low volatility U.S. equity strategies
ⓘ
underlying index for ETFs ⓘ underlying index for index funds ⓘ |
| volatilityTarget | minimize total risk subject to constraints ⓘ |
Referenced by (1)
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