SPLV

Powershares S&P 500 Low Volatility Portfolio
CLOSING PRICECHANGE (%)VOLUME
$44.19+0.35 (0.80%)1.69M
4:00:00 p.m. (ET) 05/22/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

A

41
as of 05/22/17

Rating Details

96
99
41
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

SPLV Fund Description

The PowerShares S&P 500 Low Volatility Portfolio tracks a volatility-weighted index of the 100 least-volatile stocks in the S&P 500.

SPLV FactSet Analytics Insight

SPLV offers a straightforward low-volatilityfulfills its low-volatility mandate nicely at a reasonable cost take on the S&P 500. It selects about 100 S&P 500 stocks with the lowest daily volatility over the past year. SPLV does not consider correlation among stocks, so it produces a basket of low-vol stocks, not a minimum volatility portfolio, in contrast with iShares' USMV. The largely unconstrained fund makes sizable sector bets at times, which can change dramatically over successive quarterly rebalances. Volatility-based selection and weighting typically drive SPLV's market cap and beta lower than our neutral benchmark. While it doesn't look much like the broad US large-cap market, SPLV fulfills its low-volatility mandate.
SPLV earns a spot on our Opportunities list for the alternative exposure described above, combined with reasonable holding costs, strong liquidity and hefty AUM.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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SPLV Top 10 Countries

SPLV Top 10 Sectors

SPLV Top 10 Holdings View All

SPLV Summary Data

05/05/11
Open-Ended Fund
0.25%
$6.58 B
$71.03 M
0.02%

SPLV Portfolio Data

$74.4 B
22.81
3.54
2.02%
01/13/17
100

SPLV Index Data

S&P 500 Low Volatility Index
Volatility
Volatility
MSCI USA Large Cap

Related ETFs to SPLV

LGLV, FDLO, PTLC, PBP, VQT
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

SPLV Portfolio Management

0.25%
-0.30%
-0.28%
-0.35%

SPLV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPLV Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:59:5644.193
15:59:5344.19299
15:59:5044.1919
15:59:5044.1910
15:59:4944.19100
15:59:4144.19159
15:59:4044.191,500
15:59:4044.19500
15:59:3044.1910
15:59:3044.192,000
Bats BZX Real-time Quote - 17:29:06
Average Spread
Premium/Discount
Volume

SPLV FactSet Analytics Block Liquidity

As of 05/22/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPLV. SPLV is rated a 5 out of 5.

SPLV Tradability

1,626,657
$71.03 M
1,465,217
$63.66 M
0.02%
$0.01
0.01%
0.11% / -0.16%
None
100.00%
50,000
29.30
0.02%
0.02%
1,395
$43.84
5

SPLV Performance Statistics

0.53
0.67
0.69
0.62
0.42%
MSCI USA Large Cap