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Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) Celebrates Three-Year Mark Outperforming S&P 500 Benchmark

Thursday, October 24, 2019 2:55 PM

CHICAGO, IL / ACCESSWIRE / October 24, 2019 / Innovator Capital Management, LLC (Innovator) announced today the Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) celebrated its three year anniversary recently, outperforming the S&P 500 Index over the period.

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.

"We are pleased to see the Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB) outpace the S&P 500 Index return over its initial three-year period since inception," said Graham Day, CFA and VP of product & research at Innovator Capital Management. "Factor based investment strategies including low-volatility, while persistent, can sometimes experience periods of underperformance. LVHB allows investors to tactically rotate between low-volatility and high-beta stocks within a tax-efficient ETF structure, evaluating the two sub-indices monthly, to maintain holdings in the index with the stronger risk-adjusted relative strength."

"According to the SPIVA report published by S&P covering the year ended December 31, 2018," continued Graham Day, "for the ninth consecutive year, the majority of active managers (64.49%) in the U.S. Large-Cap Funds category have failed to outperform the S&P 500 Index. As investors look for alternatives to under-performing large-cap managers, LVHB offers a simple, rules based low-volatility rotation strategy that has outperformed the S&P 500 Index, and provided a better risk-adjusted return for investors."

LVHB Performance vs S&P 500 Index

Time Period

Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB)

Lunt Capital US Large Cap Equity Rotation Index

S&P 500 Index

3 Month








1 Year




3 Year




Since Inception




Source: Bloomberg L.P. as of 10/18/2019

Since Inception

Innovator Lunt Low Vol/High Beta Tactical ETF (LVHB)

S&P 500 Index




Sharpe Ratio






Max Drawdown



Source: Bloomberg L.P. as of 10/18/2019

"We believe factor rotation offers the opportunity for outperformance as the low volatility and high beta factors move in and out of favor," said John Lunt, President of Lunt Capital. "The Lunt Capital U.S. 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 U.S. Large Cap allocations."

LVHB Standardized Performance & Index History (%)









ETF Closing Price




Lunt Capital US Large Cap Equity Rotation Index




S&P 500 Index




Data as of 9/30/2019. LVHB's inception date is 10/20/16. Performance quoted represents past performance, which is no guarantee of future results. Investment returns and principal value will fluctuate, so you may have a gain or loss when shares are sold. Current performance may be higher or lower than that quoted. Returns less than one year are cumulative. One cannot invest directly in an index.

About Innovator Capital Management, LLC

Innovator Capital Management, LLC is an SEC registered investment advisor (RIA) based in Wheaton, IL. Formed in 2014, the firm is currently headed by ETF visionaries Bruce Bond and John Southard, founders of one of the largest ETF providers in the world. Innovation is our hallmark and acts as a guide to our company principles. Innovator is committed to helping investors better control their financial outcomes by providing investment opportunities they never considered or thought possible. For additional information, visit

About Lunt Capital
Lunt Capital Management, Inc. is an SEC registered advisor, based in Salt Lake City, Utah. Lunt Capital offers a variety of unique, rules-based, tactically managed investment strategies for a range of investment objectives, from conservative to aggressive. These investment strategies are available as third-party asset management solutions to financial advisors. For additional information, visit

Media Contact

Bill Conboy
+1 (303) 415-2290
[email protected]

Volatility is a statistical measure of the dispersion of returns for a given security or market index. Max drawdown is the maximum observed loss from a peak to a trough of a portfolio, before a new peak is attained. Beta is a measure of the volatility of an individual stock in comparison to the unsystematic risk of the entire market. Shape ratio is the average return earned in excess of the risk-free rate per unit of volatility or total risk.

Investing involves risks. Principal loss is possible. Beta investing entails investing in securities that are more volatile based on historical market index data. The fund may be more volatile since it will, from time to time, seek to have exposure to the most volatile securities. Volatile stocks may be subject to sharp swings in value, and may change unpredictably, affecting the value of such equity securities and, consequently, the value of the Shares.

Also, ETFs face market trading risks, including the potential lack of an active market for Fund shares, losses from trading in secondary markets, periods of high volatility and disruption in the creation/redemption process of the Fund. Unlike mutual funds, ETFs may trade at a premium or discount to their net asset value. ETFs are bought and sold at market price and not individually redeemed from the fund. Brokerage commissions will reduce returns.

The Funds' investment objectives, risks, charges and expenses should be considered before investing. The prospectus contains this and other important information, and it may be obtained at Read it carefully before investing.

Innovator ETFs™, Defined Outcome ETF™, Buffer ETF™, Enhanced ETF™, Define Your Future™ and other service marks and trademarks related to these marks are the exclusive property of Innovator Capital Management, LLC.

Innovator ETFs are distributed by Foreside Fund Services, LLC.

Copyright © 2019 Innovator Capital Management, LLC.


SOURCE: Innovator Capital Management, LLC

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