M2CXBRH MSCI USA Small Cap Minimum Volatility (USD) Index

The Index selects stocks from the MSCI USA Small Cap Index using the most recent release of the Barra Open Optimizer in combination with the relevant Barra Equity Model. The Barra Open Optimizer determines the optimal solution, i.e. the portfolio with the lowest total risk, using an estimated security co-variance matrix under the applicable investment constraints. The Index seeks to have the lowest absolute volatility based on the set of constraints.

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As of 12/11/2023

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Index Information

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Provider:     MSCI
Category1:  US Equity
Category2:  Broad market
Category3:  Small cap
Country:      USA
Currency:    USD
Inception date:  05/03/2016
Backtesting data exists:   Yes
Weighting methodology:   Volatility
Factsheet:  Read PDF
Number of holdings:  357  (as of 12/01/2018)

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