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FTSE Global Minimum Variance Indices

The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility, thereby offering potential improvements to the risk reward trade off. Investors looking for a broad, diversified portfolio incorporating low volatility / variance may wish to use the FTSE Global Minimum Variance Index Series to support these objectives.

Volatility reduction is achieved using an intuitive, transparent and rules-based approach that minimizes historical variance and results in a broad index which is diversified across country, industry and stock levels.

Key Features and Coverage on RIMES

For this source, RIMES hosts data for approximately 3170 companies and 16 indices. Some of the indices included with this series are as follows:

  • FTSE Developed Minimum Variance Index
  • FTSE Developed Europe Minimum Variance Index
  • FTSE Developed Europe ex UK Minimum Variance Index
  • FTSE Eurobloc Minimum Variance Index
  • FTSE Developed Asia Pacific Minimum Variance Index
  • FTSE Developed Asia Pacific ex Japan Minimum Variance Index
  • FTSE USA Minimum Variance Index
  • FTSE Japan Minimum Variance Index

Some of the data items arailable include:

  • Company Items: Adjusted Price, Adjustment Factor, Country Code, Currency Code, Cusip Code, Date of Portfolio, Dividend Per Share Gross, Exchange Identification Code, Free Float Factor, Gross Investable Market Value, Index Map Symbol, Industry Level 1 -4 Code, Investable Factor, Investable Market Value , Investable Shares Outstanding, Investable Weight, Investible Market Value in Korean Won, ISIN Code, Market Identifier Code, Market Value, Net Adjustment Factor, Next Date of Portfolio, Opening Gross Investable Market Value in US Dollars, Opening Investable Market Value in US Dollars, Opening Investable Weight in Index, Opening Market Value, Opening Total Return Investable Weight, Raw Adjustment Factor (Source), Sedol Code, Shares Outstanding, Source Country Code, Total Return, Total Return Investible Weight, Unadjusted Price, Weight in Index
  • Index Items: Description, Ex Dividend Adjustment Year to Date, Gross Index, Index Flag, Last Price Date, Market Capitalization (no Cash) – RIMES Calculated, Number of Constituents, Price Index, Yield 

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