Lsv Managed Volatility Fund Market Value
| LSVMX Fund | USD 9.77 0.02 0.20% |
| Symbol | Lsv |
Lsv Us 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lsv Us' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lsv Us.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Lsv Us on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Lsv Managed Volatility or generate 0.0% return on investment in Lsv Us over 90 days. Lsv Us is related to or competes with Siit Ultra, Blackrock Global, Transam Short-term, Maryland Short-term, Alpine Ultra, Western Asset, and Barings Active. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Lsv Us Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lsv Us' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lsv Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6049 | |||
| Information Ratio | 0.1208 | |||
| Maximum Drawdown | 25.11 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.25 |
Lsv Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lsv Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lsv Us' standard deviation. In reality, there are many statistical measures that can use Lsv Us historical prices to predict the future Lsv Us' volatility.| Risk Adjusted Performance | 0.1149 | |||
| Jensen Alpha | 0.4118 | |||
| Total Risk Alpha | 0.1622 | |||
| Sortino Ratio | 0.5962 | |||
| Treynor Ratio | 2.0 |
Lsv Us January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1149 | |||
| Market Risk Adjusted Performance | 2.01 | |||
| Mean Deviation | 0.8871 | |||
| Downside Deviation | 0.6049 | |||
| Coefficient Of Variation | 685.19 | |||
| Standard Deviation | 2.98 | |||
| Variance | 8.91 | |||
| Information Ratio | 0.1208 | |||
| Jensen Alpha | 0.4118 | |||
| Total Risk Alpha | 0.1622 | |||
| Sortino Ratio | 0.5962 | |||
| Treynor Ratio | 2.0 | |||
| Maximum Drawdown | 25.11 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.3659 | |||
| Semi Variance | (0.24) | |||
| Expected Short fall | (1.17) | |||
| Skewness | 7.67 | |||
| Kurtosis | 61.02 |
Lsv Managed Volatility Backtested Returns
Lsv Us appears to be somewhat reliable, given 3 months investment horizon. Lsv Managed Volatility has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Lsv Us, which you can use to evaluate the volatility of the fund. Please exercise Lsv Us' Risk Adjusted Performance of 0.1149, mean deviation of 0.8871, and Coefficient Of Variation of 685.19 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lsv Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lsv Us is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Lsv Managed Volatility has below average predictability. Overlapping area represents the amount of predictability between Lsv Us time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lsv Managed Volatility price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Lsv Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lsv Mutual Fund
Lsv Us financial ratios help investors to determine whether Lsv Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lsv with respect to the benefits of owning Lsv Us security.
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