The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility based on historical return information, thereby offering potential improvements to the risk reward trade-off, while maintaining full allocation to the relevant equity market.
Reduced volatility is achieved by applying a transparent rules-based approach that minimises historical variance subject to additional constraints on the weight of individual stocks, industries and countries represented in the index.
Targets a more efficient investment portfolio through reduced volatility
Diversified index outcomes
Transparent approach with minimal constraints
Expected returns play no role
Academic evidence of a low volatility effect
Based on the widely adopted FTSE All-World Index, the FTSE Global Minimum Variance Index Series provides investors with an alternative to cap weighted approaches, whilst maintaining full allocation to the relevant equity market. The global series follows on from the launch of the FTSE 100 Minimum Variance Index and includes a range of global, regional and country indices.
Other Minimum Variance Indices
Minimum Variance versions of selected Shariah, ESG and Domestic indices are also available and factsheets for these indices are included on this webpage. Constituents are selected from the corresponding underlying universe at the time of the review and aspects such as index reviews and company classification are governed by the corresponding ground rules of the universe index. Please see the FTSE4Good Index Series and the FTSE Global Shariah Index Series, respectively, for their index rules.
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