SPLV

Powershares S&P 500 Low Volatility Portfolio
CLOSING PRICECHANGE (%)VOLUME
$43.58-0.06 (-0.14%)2.92M
4:00:00 p.m. (ET) 03/24/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

A

42
as of 03/24/17

Rating Details

96
99
42
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 with 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%
$6.48 B
$81.86 M
0.02%

SPLV Portfolio Data

$74.89 B
23.10
3.59
1.97%
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
15:59:5943.59100
15:59:5043.6020
15:59:5043.611,500
15:59:4843.613,400
15:59:4843.615,400
15:59:4843.617,200
15:59:4843.611,600
15:59:4243.60100
15:59:4043.59600
15:59:3943.60100
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

SPLV FactSet Analytics Block Liquidity

As of 03/24/17
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

1,911,084
$81.86 M
1,714,544
$72.8 M
0.02%
$0.01
0.02%
0.12% / -0.16%
None
100.00%
50,000
34.29
0.02%
0.02%
1,205
$43.64
5

SPLV Performance Statistics

0.55
0.70
0.69
0.71
0.45%
MSCI USA Large Cap