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LSV Global Managed Volatility Fund Investor Class LVAFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LVAFX | Replication |
|---|---|---|
| Annualized growth | 11.5% | 10.1% |
| Annualized volatility | 11.1% | 12.4% |
| Sharpe ratio | 1.04 | 0.84 |
| Maximum drawdown | 18.3% | 18.2% |
| Replication fit (R²) | 0.89 · Tracking error 3.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model LVAFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 33.0% |
| SCHD | Factor · Dividend | 29.6% |
| USMV | Factor · Min Vol | 18.3% |
| XLP | Sector · Cons Staples | 15.9% |
| VTV | Style · Value | 3.3% |