FTSE 100 Minimum Variance Index
The FTSE 100 Minimum Variance Index is designed to minimise the volatility of the FTSE 100 Index based on historical return information, thereby offering potential improvements to the risk reward trade-off of the index.
Additional constraints on the weight of a single stock (<4.5%) and the weight of an individual ICB Industry (<20%) ensure the index is investable and diversified.
Further Information