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Solactive CIMalgo Wedge R100

The Solactive CIMalgo Wedge R100 selects 100 constituents out of the largest 2000 companies in the developed world in order to achieve a portfolio with minimum variance. The index applies a Binary Differential Evolution Algorithm approach to select the components, combined with a Change Point Detection mechanism when calculating the variance covariance matrix. The index is adjusted quarterly

Master Data

Bloomberg Ticker: SOLCIMWR Index

Current quotes

Last quote Today, 18 Sep 2020 1429.18
Day range: 1426.24 / 1437.98
Change abs./rel.: -12.93 / -0.90
Year range: 1047.89 / 1576.76
Please note that the index chart above may be partly comprised of historical performance illustration based on a backtest. The guideline provides an indication where this is the case.