NYSEArca - Delayed Quote USD

American Century Low Volatility ETF (LVOL)

51.47
+0.56
+(1.09%)
At close: April 22 at 10:00:09 AM EDT

ETF Summary

The fund generally invests in common stocks of U.S. companies that have a market capitalization greater than $2 billion. It seeks to deliver a lower realized portfolio volatility than its benchmark, the S&P 500® Index, by utilizing a stock selection process that expands on traditional measures of price volatility by including measures of asymmetric volatility and seeking securities of businesses that demonstrate consistent cash-flows, stable operations, and strong balance sheets. The fund is an actively managed ETF that does not seek to replicate the performance of a specified index.

Risk Overview

Performance & Risk

YTD Return -5.25%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.79
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
LVOLCategory AverageLVOLCategory AverageLVOLCategory Average
Alpha -1.53 -1.36 0 -0.87 0 -1.19
BETA 0.79 0.97 0 0.97 0 0.99
Mean Annual Return 0.62 1.1 0 1.24 0 1
R-squared 91.01 93.77 0 93.84 0 94.93
Standard Deviation 14.37 16.72 0 16.25 0 15.68
Sharpe Ratio 0.21 0.51 0 0.74 0 0.64
Treynor Ratio 2.59 7.96 0 11.93 0 9.45

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