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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, 19 Oct 2021 1744.69
Day range: 1739.11 / 1744.69
Change abs./rel.: 9.27 / 0.53
Year range: 1400.57 / 1765.91
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.