Description

The MSCI World Minimum Volatility Index (TRN) aims to reflect the performance of the following market: Large and mid-cap companies from global developed markets Optimized to achieve the portfolio with the lowest total risk, using an estimated security co-variance matrix to produce an index that has the lowest absolute volatility for a given set of constraints Reviewed on a quarterly basis Additional information on the index, selection and weighting methodology is available at https://www.msci.com