Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) (LUMV.L)
LUMV.L is a passive ETF by Natixis tracking the investment results of the Russell 1000 Value TR USD. LUMV.L launched on Apr 24, 2020 and has a 0.65% expense ratio.
ETF Info
| ISIN | IE00BHNGHW42 |
|---|---|
| Issuer | Natixis |
| Inception Date | Apr 24, 2020 |
| Category | Large Cap Value Equities |
| Index Tracked | Russell 1000 Value TR USD |
| Asset Class | Equity |
Expense Ratio
The Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) has a high expense ratio of 0.65%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) had a return of 8.99% year-to-date (YTD) and 8.17% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.99% | 6.92% |
| 1 month | -0.19% | -2.83% |
| 6 months | 12.08% | 23.86% |
| 1 year | 8.17% | 23.33% |
| 5 years (annualized) | N/A | 11.66% |
| 10 years (annualized) | N/A | 10.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.28% | 2.92% | 3.49% | |||||||||
| 2023 | 0.09% | -1.54% | 0.29% | 1.94% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD)(LUMV.L)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) (LUMV.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) was 12.22%, occurring on Jul 14, 2023. Recovery took 179 trading sessions.
The current Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.22% | Sep 29, 2022 | 198 | Jul 14, 2023 | 179 | Mar 27, 2024 | 377 |
| -8.93% | May 6, 2022 | 28 | Jun 16, 2022 | 41 | Aug 12, 2022 | 69 |
| -8.84% | Oct 19, 2020 | 95 | Mar 3, 2021 | 18 | Mar 29, 2021 | 113 |
| -7.68% | Dec 20, 2021 | 45 | Feb 24, 2022 | 22 | Mar 28, 2022 | 67 |
| -5.59% | Aug 23, 2021 | 32 | Oct 6, 2021 | 27 | Nov 12, 2021 | 59 |
Volatility
Volatility Chart
The current Ossiam US Minimum Variance ESG NR UCITS ETF 1A (USD) volatility is 2.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.