Mutual Funds - Profile

LSV Global Managed Volatility Fund

Global > Multi-Cap > Value

Rank

Universe Rank
41 40

Summary

The fund seeks capital appreciation by investing in companies around the world including the U.S.

The fund attempts to build a portfolio of companies that are likely to outperform market in the long term and also exhibit return profiles that expected to fluctuate less than the broader equity market.

The deep value focused investment process is designed to highlight companies in the benchmark index or larger than $1 billion in market capitalization that are trading at discounts to their peers and history.

The research team with the help of quantitative research and fundamental More

Price

  • Last Close
  • $11.84
    -0.08
  • 52 Week HL
  • $12 - $10.17
  • Net Assets
  • $16.8 M
  • Expense Ratio

Portfolio

  • Holdings
  • -
  • Turnover Ratio
  • -

Sector Allocation
Mar 31, 2021

Top 10 Holdings
Mar 31, 2021

Company Holding
Target Corporation 2.92
Oracle Corporation 2.65
Intel Corporation 2.38
Merck & 2.13
Allstate Corporation 2.06
Company Holding
AT&T Inc 1.98
Verizon Communications 1.79
Comcast Corporation 1.70
Exelon Corporation 1.68
Nippon Telegraph 1.55
Total 20.84%

Manager

  • Name
  • Josef Lakonishok
  • Leadership
  • Single Manager
  • Tenure
  • 2003
  • Advisor

Documents

  • Annual Reports

Performance
-0.3 % YTD

  • 3 Year
  • 8.83%
  • 5 Year
  • 30.61%
  • Best
  • 17.76%
    2021
  • Worst
  • -7.28%
    2020

Returns +
A

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
LSVFX 0%29%16%29%-6%19%8%-1%14%29%13%
S&P 500 -2%27%16%29%-6%19%10%-1%11%30%13%

Returns +
Q

2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Q1 -2.3% 8% -23.2% 8.6% -0.7% 5.5% 5.7% 0.6% - - -
Q2 - 5.3% 10.8% 0.6% 0.1% 2.6% 2.1% 0.9% 0.6% - -
Q3 - 2.9% 2.8% 0.4% 5.9% 3.4% 2.6% -8.4% -1.5% - -
Q4 - 4% 6% -1.6% -8.9% 6% 0.1% 2.1% 1.9% - -

Returns +
M

J F M A M J J A S O N D
2022 -0.3% - - - - - - - - - - -
2021 -0.2% 1.3% 6.8% 2.2% 3.6% -0.5% 0.6% 1.6% 0.7% -1.9% -1.4% 4.2%

Annual
Return

Index Comparison

Alpha

NAV