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LSV Global Managed Volatility Instl (LSVFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.87-0.01 (-0.09%)
As of 08:05AM EDT. Market open.

Risk overview

Morningstar risk rating★
Number of years up5
Number of years down4
Best 1-yr total return (2 Jul 2024)19.04%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
LSVFXCategory average
5 years
LSVFXCategory average
10 years
LSVFXCategory average
Alpha
0.2-0.05
-2.59-0.04
-1.08-0.01
BETA
0.690.01
0.770.01
0.760.01
Mean annual return
0.490.01
0.590.01
0.530.01
R-squared
78.280.9
82.750.88
84.820.87
Standard deviation
12.980.2
14.790.16
12.260.15
Sharpe ratio
0.190
0.320.01
0.380.01
Treynor ratio
2.480.08
4.890.09
5.380.08