LGLV joins the low-volatility fray, offering a portfolio of the least volatile large-cap stocks in the US equity market. The fund differentiates itself from rival SPLV by drawing its holdings from the broader Russell 1000 Index and applying a volatility optimizer. LGLV aims for optimal low-volatility exposure by screening out other technical factors like momentum and beta while keeping turnover in check. Unlike other competitors, the fund comes with some sector biases and looks little like the broad large-cap market. The index is rebalanced quarterly. Note: On or about December 12, 2016, the underlying index changed to the SSGA US Large Cap Low Volatility Index.
公司网站 :
https://us.spdrs.com/en/etf/spdr-ssga-us-large-cap-low-volatility-index-etf-LGLV
总经理:-
建立时间:2013
公司总部:Boston
领域:Miscellaneous
行业:Investment trusts/Mutual funds