The Finominal US Long-Short Low Volatility Factor Index measures the performance of the top and bottom 30% of stocks ranked on their volatility over the last 12 months. The long portfolio is comprised of stocks with low volatility, and the short portfolio of stocks with high volatility. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSLOV |
| Name | Finominal US Long-Short Low Volatility Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | 8.81 % |
| YTD | 4.62 % |
| 1-Year | -10.76 % |
| 3-Year | 1.39 % |
| 5-Year | 21.95 % |
| Since Inception | 114.21 % |