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LSV Global Managed Volatility Investor (LVAFX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.96+0.01 (+0.09%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up5
Number of years down4
Best 1-yr total return (4 Jul 2024)18.67%
Worst 1-yr total return (4 Jul 2024)N/A

Risk statistics

3 years
LVAFXCategory average
5 years
LVAFXCategory average
10 years
LVAFXCategory average
Alpha
-0.06-0.05
-2.85-0.04
-1.34-0.01
BETA
0.690.01
0.770.01
0.760.01
Mean annual return
0.470.01
0.570.01
0.510.01
R-squared
78.420.9
82.730.88
84.770.87
Standard deviation
13.010.2
14.820.16
12.280.15
Sharpe ratio
0.170
0.30.01
0.360.01
Treynor ratio
2.090.08
4.540.09
5.030.08