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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, 03 Mar 2021 1581.43
Day range: 1577.80 / 1590.37
Change abs./rel.: -1.74 / -0.11
Year range: 1047.89 / 1610.80
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.