Legg Mason Small-Cap Quality Value ETF (SQLV)

21.23 -0.55  -2.51% NASDAQ Jul 9, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 21.21
Discount or Premium to NAV 0.11%
Turnover Ratio 87.00%
1 Year Fund Level Flows 4.984M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -13.71% -13.87% -9.09% 94
3M 8.39% 8.24% 16.67% 61
6M -22.70% -22.84% -17.70% 77
YTD -23.33% -23.58% -17.94% 79
1Y -16.91% -16.72% -12.46% 72
3Y -- -- -1.07% --
5Y -- -- 2.61% --
10Y -- -- 8.95% --
15Y -- -- 5.98% --
20Y -- -- 6.99% --
As of July 9, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.62% 0.62% 0.00%
Stock 99.38% 99.38% 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 July 7, 2020

Region Exposure

Americas 100.0%
North America 99.63%
Latin America 0.37%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
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 99.63%
% Emerging Markets 0.37%
As of July 7, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.92%
Communication Services 4.04%
Consumer Cyclical 11.33%
Consumer Defensive 5.05%
Energy 6.83%
Financial Services 21.66%
Healthcare 17.26%
Industrials 14.70%
Real Estate 0.36%
Technology 13.03%
Utilities 0.83%
As of July 7, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 0.00%
Small 60.64%
Micro 39.36%
As of July 7, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 0.00%
Mid Cap Blend 0.00%
Mid Cap Growth 0.00%
Small Cap Value 38.13%
Small Cap Blend 41.88%
Small Cap Growth 19.99%
As of July 7, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
HCC Warrior Met Coal Inc 0.79% 15.27 +3.04%
INT World Fuel Services Corp 0.76% 23.09 +5.92%
COOP Mr. Cooper Group Inc 0.73% 12.02 +1.18%
CMC Commercial Metals Co 0.71% 19.94 +4.07%
APAM Artisan Partners Asset Management Inc 0.70% 32.62 +4.55%
AEL American Equity Investment Life Holding Co 0.68% 23.32 +4.34%
CNO CNO Financial Group Inc 0.67% 14.86 +5.54%
LGF.A Lions Gate Entertainment Corp 0.66% 7.86 +0.13%
FIZZ National Beverage Corp 0.66% 67.00 +2.17%
GNW Genworth Financial Inc 0.66% 2.08 +0.48%
As of July 7, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of an index composed of equity securities of small-capitalization companies that are traded in the United States. The fund seeks to track the investment results of the Royce Small-Cap Quality Value Index (the "underlying index"). The underlying index utilizes a proprietary methodology created and sponsored by the fund's subadviser. The subadviser is affiliated with both LMPFA and the fund. The fund will invest at least 80% of its net assets, plus borrowings for investment purposes, if any, in securities that compose its underlying index.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name Legg Mason
Benchmark Index
Royce Small-Cap Quality Value TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
George Necakov 2.97 yrs
Michael Connors 2.97 yrs

Net Fund Flows

1M -38000.00
3M -38000.00
6M 2.510M
YTD 2.510M
1Y 4.984M
3Y 10.89M
5Y --
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 48.31%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.0082
30-Day Rolling Volatility 46.63%
Daily Value at Risk (VaR) 1% (All) 5.61%
Monthly Value at Risk (VaR) 1% (All) 33.60%

Fundamentals

Dividend Yield TTM (7-9-20) 1.59%
30-Day SEC Yield (5-31-20) 1.05%
7-Day SEC Yield --
Weighted Average PE Ratio 10.01
Weighted Average Price to Sales Ratio 0.5055
Weighted Average Price to Book Ratio 1.215
Weighted Median ROE 12.03%
Weighted Median ROA 4.63%
Forecasted Dividend Yield 2.24%
Forecasted PE Ratio 12.59
Forecasted Price to Sales Ratio 0.4581
Forecasted Price to Book Ratio 1.073
Number of Holdings 249
As of July 7, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 10.90%
Forecasted Book Value Growth 5.81%
Forecasted Cash Flow Growth 16.26%
Forecasted Earnings Growth 4.01%
Forecasted Revenue Growth 0.96%
As of July 7, 2020

Comparables

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Attributes

Key Dates
Inception Date 7/12/2017
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 7/1/2020
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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