MSCI Barra Puts Out Managed Volatility Indexes

According to a news release, the MSCI Global Minimum Volatility Indices are the first to combine MSCI Barra’s index and risk modeling expertise. Using the Barra Global Equity Model (GEM) as the risk estimate input, the indexes be calculated for most MSCI Developed and Emerging Markets countries, regions, and sectors, the announcement said.

The new offering is part of the MSCI Thematic & Strategy Indices family, which aims to reflect the performance of specific investment themes and strategies.

“With the recent increase in equity volatility, a number of ‘managed volatility’ equity strategies have emerged,” said David Brierwood, Chief Operating Officer, MSCI Barra, in the news announcement.