The Finominal Low Volatility Factor Index (LOV.F) measures the performance of the top and bottom 30% of global stocks ranked on their volatility over the last 12 months. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | LOV.F |
| Name | Finominal Low Volatility Factor Index |
| Inception Date | 3 Feb 2002 |
| Return Type | Excess Return |
| Currency | USD |
| Performance | |
|---|---|
| 3 Months | -7.67 % |
| YTD | -9.71 % |
| 1-Year | -11.61 % |
| 3-Year | -8.65 % |
| 5-Year | 25.66 % |