FDLO hunts among the 1,000 largest US stocks for those with low volatility of returns and earnings. Potential holdings are screened using a scoring system based on three metrics: low volatility of returns, low beta, and low earnings volatility. Factor scores are also scaled by market cap. The portfolio is weighted so that sector exposure reflects the neutral market, with holdings within sectors weighted by a combination of market cap and factor score. The fund is rebalanced twice annually.
公司网站 :
https://screener.fidelity.com/ftgw/etf/snapshot/snapshot.jhtml?symbols=FDLO
总经理:-
建立时间:2016
公司总部:Boston
领域:Miscellaneous
行业:Investment trusts/Mutual funds