Description: The aim is for the investment to reflect the performance of the MSCI USA Minimum Volatility (USD) Index (Index) which is designed to reflect the performance of certain shares in large and medium listed companies in the USA which are included in the MSCI USA Index (Parent Index). In order to be eligible for inclusion in the Index, shares from the companies included in the Parent Index are selected using a minimum volatility strategy. Volatility is a way of measuring the movement of prices of shares over time. In general, shares whose price varies significantly on a regular basis are considered to have higher volatility than those with less significant price movements. The share selection process is based on a pre-defined model operated by the Index Sponsor. The model seeks to forecast the volatility of the shares and in conjunction with an optimisation technique additional risk criteria such as minimum and maximum weightings per company, country or sector will be applied.
Exchange: LSE
Country: UK
Currency: US Dollar ($)
Category: US Large-Cap Blend Equity
Asset Allocation | |||
---|---|---|---|
Asset Class | Long % | Short % | Net Assets |
Stock US | 97.26 | 0.00 | 97.26 |
Stock non-US | 2.67 | 0.00 | 2.67 |
Cash | 0.07 | 0.00 | 0.07 |
Sector Weights | ||
---|---|---|
Sector | Equity % | Relative to Category |
Healthcare | 20.22 | 15.98 |
Technology | 17.86 | 23.45 |
Consumer Defensive | 13.95 | 7.28 |
Industrials | 12.42 | 8.85 |
Financial Services | 9.40 | 14.62 |
Communication Services | 7.95 | 7.33 |
Utilities | 7.17 | 2.44 |
Consumer Cyclicals | 5.60 | 10.35 |
Real Estate | 2.64 | 2.73 |
Basic Materials | 2.23 | 2.72 |
Energy | 0.56 | 4.23 |
World Regions | ||
---|---|---|
Region | Equity % | Relative to Category |
North America | 98.84 | 98.56 |
Europe Developed | 0.71 | 0.76 |
United Kingdom | 0.44 | 0.59 |
Latin America | 0.00 | 0.07 |
Asia Developed | 0.00 | 0.03 |
Africa/Middle East | 0.00 | 0.00 |