Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LSVMX (LSV U.S. MANAGED VOLATILITY FUND INSTITUTIONAL CLASS SHARES) | 7.72% | 12.73% | 9.44% | 10.94% | 8.13% | NA | NA | 8.30% |
Data as of 07/30/2025, AR inception is 06/27/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSVMX (LSV U.S. MANAGED VOLATILITY FUND INSTITUTIONAL CLASS SHARES) | 06/27/2014 | 07/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.33 | 12.73 | 9.44 | 10.94 | 8.13 | NA | NA | 8.30 | 7.72 | 16.40 | 4.48 | -2.45 | 21.33 | -6.66 | 23.15 | -1.75 | 13.70 | 13.28 | -1.88 | 8.59 |
| Sharpe Ratio | NA | 0.97 | 0.58 | 0.73 | 0.47 | NA | NA | 0.49 | 0.90 | 1.34 | 0.08 | -0.24 | 1.95 | -0.22 | 2.29 | -0.24 | 2.29 | 1.22 | -0.15 | 1.86 |
| Standard Deviation(%) | NA | 13.70 | 12.45 | 12.72 | 14.88 | NA | NA | 14.48 | 15.75 | 9.55 | 10.55 | 16.44 | 10.93 | 31.09 | 9.45 | 13.14 | 5.71 | 10.75 | 12.97 | 9.40 |
| Draw Down(%) | NA | 10.77 | 13.69 | 17.89 | 33.38 | NA | NA | 33.38 | 10.77 | 5.97 | 8.44 | 17.89 | 5.50 | 33.38 | 5.00 | 13.84 | 2.33 | 6.55 | 9.70 | 5.11 |
| Yield(%) | 0.00 | 16.02 | 12.74 | 11.26 | 8.54 | 6.26 | 4.70 | 8.54 | 0.00 | 17.65 | 15.51 | 9.70 | 7.90 | 3.53 | 10.87 | 6.81 | 4.39 | 2.42 | 2.40 | 0.52 |
Data as of 07/30/2025, AR inception is 06/27/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSVMX (LSV U.S. MANAGED VOLATILITY FUND INSTITUTIONAL CLASS SHARES) |
0.31%
Mar 2017 - Mar 2020 |
3.09%
Mar 2015 - Mar 2020 |
7.46%
Dec 2014 - Dec 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSVMX (LSV U.S. MANAGED VOLATILITY FUND INSTITUTIONAL CLASS SHARES) |
13.23%
Mar 2020 - Mar 2023 |
13.13%
Mar 2020 - Mar 2025 |
8.40%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart