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Innovator Lunt Low Vol/High Beta Tactical ETF gets Morningstar 5-Star Rating


Innovator Capital Management’s Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) has received a Morningstar 5-Star rating, based on the risk adjusted returns of 1114 Funds in the US Large Value category, for the three year period ended 31 October, 2019.

The Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) is ranked in the top one percentile out 1149 Funds in the US Large Value category with a one-year return of 22.17 per cent (NAV), and has a three-year annualised return of 15.52 per cent (NAV) through October 31, 2019.1 LVHB returned 25.29 per cent (NAV) year to date.

“We are pleased to celebrate the Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) three-year anniversary achieving a Morningstar 5-Star rating,” says Graham Day, CFA and VP of product & research at Innovator Capital Management. “LVHB utilises a simple rules-based strategy to select either the 100 lowest volatility or 100 highest beta stocks from the S&P 500 Index, based on risk-adjusted momentum. We believe LVHB has proven to be a compelling alternative to higher cost actively-managed strategies.”

“We believe factor rotation offers the opportunity for outperformance as the low volatility and high beta factors move in and out of favour,” says John Lunt, President of Lunt Capital. “The Lunt Capital US Large Cap Equity Rotation Index uses a rules-based factor rotation methodology. This strategy answers one of the major questions asked by investors—Which factor should I invest in right now? We believe the initial three-year performance for LVHB demonstrates the value of incorporating this strategy into US Large Cap allocations.”

The Innovator Lunt Low Vol/High Beta Tactical ETF is based on the Lunt Capital US Large Cap Equity Rotation Index, which is designed to tactically rotate between low-volatility and high-beta stocks in the S&P 500. The strategy seeks to capture alpha created by the wide dispersion between low volatility and high beta stocks.

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