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LSV US Managed Volatility Institutional (LSVMX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.81-0.01 (-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)23.14%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
LSVMXCategory average
5 years
LSVMXCategory average
10 years
LSVMXCategory average
Alpha
-3.2-0.01
-5.52-0.03
-2.44-0.03
BETA
0.670.01
0.760.01
0.740.01
Mean annual return
0.450.01
0.580.01
0.660.01
R-squared
72.420.78
77.920.83
79.350.84
Standard deviation
13.930.17
15.530.19
12.760.16
Sharpe ratio
0.140
0.30
0.490.01
Treynor ratio
1.610.04
4.760.07
7.650.08