EEMV provides exposure to a low-volatility portfolio of large-and mid-cap stocks from 26 emerging market countries, including South Korea and Taiwan. The Underlying Index uses the Barra optimizer, a multi-factor model to select stocks from the MSCI Emerging Markets Index parent index, and optimize them for the lowest absolute volatility with a certain set of constraints. These constraints may include index turnover limits, along with minimum and maximum constituent, sector, and country weights relative to the parent index. The underlying index is rebalanced semi-annually starting each May.
公司网站 :
http://us.ishares.com/product_info/fund/overview/EEMV.htm
总经理:-
建立时间:2011
公司总部:iShares MSCI Emerging Markets Min Vol Factor ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds