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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 (03 Feb 2023): 1629.71
Day range:  1622.52 / 1647.65
Change abs./rel.:  -20.23 / -1.23%
Year range:  1400.09 / 1756.69
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.