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CORESHARES LowVoltrax (LVLTRX)

CORESHARES LowVoltrax tracks the S&P South Africa Low Volatility Index, which measures the performance of the least volatile stocks on the JSE. The 40 least volatile stocks are included in the index. Simply put, volatility is a measure of the amount by which a financial instrument’s price changes over time.

Volatility is defined as the standard deviation of the security’s daily price returns over the prior year.

Benefits to the investor:

  • This is a suitable fund for investors that want equity exposure with lower risk
  • The fund provides potential downside protection in bear (or falling) markets
  • Although low volatility stocks have lower risk, over time they tend to outperform the market. This is known as the low volatility anomaly

 

Invest in this Product

LVLTRX

Index Benchmark

S&P South Africa Low Volatility Index

About the ETF

Objective is to replicate the price and yield performance of the S&P South Africa Low Volatility Index before costs

Weighting

Inversely proportional to its volatility i.e. the company with the lowest volatility has the highest weighting and the company with the highest relative volatility has the lowest weighting

Classification

South African – Equity

Total Expense Ratio (TER)

0.61%

ETF Launch Date

14 April 2014

Factsheets

Latest factsheet

Related Documents

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Pricing Data

Fund Prices

Net Asset Value per LowVoltrax R27.45
Distributable Amount 3.35c
Fund Size R30 742 658.34
S&P South Africa Low Volatility Index 2 790.65
Updated 25/05/2017

Fund Holdings
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Fund Distributions
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Need help?

Don’t hestiate to ask us something. Email us directly info@coreshares.co.za or call us at +27 11 321 5571