Innovator Lunt Low Vol/High Beta Tact (LVHB)

23.54 -1.25  -5.04% BATS Apr 1, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 24.84
Discount or Premium to NAV -0.21%
Turnover Ratio 0.00%
1 Year Fund Level Flows 19.35M
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News

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    Time (ET)

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -25.42% -25.30% -16.62% 98
3M -34.96% -34.91% -26.61% 98
6M -31.54% -31.37% -21.21% 98
YTD -34.96% -34.91% -26.61% 98
1Y -23.93% -23.84% -17.56% 92
3Y -3.87% -3.75% -2.14% 73
5Y -- -- 1.29% --
10Y -- -- 6.71% --
15Y -- -- 5.04% --
20Y -- -- 5.23% --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.33% 0.33% 0.00%
Stock 99.67% 99.67% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 24, 2019

Region Exposure

Americas 98.92%
North America 98.92%
Latin America 0.00%
Greater Europe 1.08%
United Kingdom 0.00%
Europe Developed 1.08%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Jan. 24, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.16%
Communication Services 0.00%
Consumer Cyclical 4.54%
Consumer Defensive 7.79%
Energy 0.85%
Financial Services 17.58%
Healthcare 9.07%
Industrials 11.91%
Real Estate 19.95%
Technology 3.82%
Utilities 22.35%
As of Jan. 24, 2019

Stock Market Capitalization

Giant 16.44%
Large 53.68%
Medium 29.88%
Small 0.00%
Micro 0.00%
As of Jan. 24, 2019

Stock Style Exposure

Large Cap Value 23.22%
Large Cap Blend 33.80%
Large Cap Growth 13.10%
Mid Cap Value 10.31%
Mid Cap Blend 17.78%
Mid Cap Growth 1.79%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 24, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
KO Coca-Cola Co 1.25% 42.20 -4.63%
EXC Exelon Corp 1.20% 33.71 -8.42%
RSG Republic Services Inc Class A 1.19% 72.60 -3.28%
WEC WEC Energy Group Inc 1.19% 83.56 -5.19%
CMS CMS Energy Corp 1.18% 55.69 -5.21%
DUK Duke Energy Corp 1.17% 77.98 -3.59%
NEE NextEra Energy Inc 1.16% 218.23 -9.31%
AEP American Electric Power Co Inc 1.15% 75.40 -5.73%
WM Waste Management Inc 1.15% 88.50 -4.39%
XEL Xcel Energy Inc 1.14% 58.08 -3.68%
As of Jan. 24, 2019
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Basic Info

Investment Strategy
The investment seeks investment results that generally correspond (before fees and expenses) to the price and yield of the Lunt Capital U.S. Large Cap Equity Rotation Index. The fund generally invests at least 80% of its net assets (including investment borrowing) in the common stocks that comprise the index. The index utilizes the index provider's proprietary relative strength methodology to rotate between the holdings of one of two sub-indices, the S&P 500 Low Volatility Index and the S&P 500 High Beta Index, that seek to identify the 100 components of the S&P 500 Index that most strongly exhibit a particular trait.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth and Income
Fund Owner Firm Name Innovator ETFs
Benchmark Index
Lunt Capital US LC Equity Rotat TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Anand Desai 1.84 yrs
Dustin Lewellyn 1.84 yrs
Ernesto Tong 1.84 yrs

Net Fund Flows

1M -11.25M
3M 4.386M
6M 12.25M
YTD 4.386M
1Y 19.35M
3Y -46016.74
5Y --
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 46.23%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0687
30-Day Rolling Volatility 101.2%
Daily Value at Risk (VaR) 1% (All) 4.25%
Monthly Value at Risk (VaR) 1% (All) 31.15%

Fundamentals

Dividend Yield TTM (4-1-20) 3.49%
30-Day SEC Yield (5-31-19) 2.16%
7-Day SEC Yield --
Weighted Average PE Ratio 19.70
Weighted Average Price to Sales Ratio 2.426
Weighted Average Price to Book Ratio 2.488
Weighted Median ROE 17.12%
Weighted Median ROA 5.84%
Forecasted Dividend Yield 2.57%
Forecasted PE Ratio 18.97
Forecasted Price to Sales Ratio 2.518
Forecasted Price to Book Ratio 2.438
Number of Holdings 101
As of Jan. 24, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.57%
Forecasted Book Value Growth 4.80%
Forecasted Cash Flow Growth -1.11%
Forecasted Earnings Growth 10.73%
Forecasted Revenue Growth 2.48%
As of Jan. 24, 2019

Comparables

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Attributes

Key Dates
Inception Date 10/20/2016
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 1/31/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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